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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Mathematics and financial economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper series / Swiss Finance Institute
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Gabler Edition Wissenschaft
7
Journal of economic theory
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Swiss Finance Institute Research Paper
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The journal of computational finance
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Applied mathematical finance
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Journal of economic dynamics & control
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CESifo working papers
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International review of economics & finance : IREF
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Warwick economic research papers
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Discussion paper series / LSE Financial Markets Group
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Europäische Hochschulschriften / 5
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Financial markets and asset pricing
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International review of financial analysis
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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1
Robust calibration and arbitrage-free interpolation of SSVI slices
Corbetta, Jacopo
;
Cohort, Pierre
;
Laachir, Ismail
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012127308
Saved in:
2
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
3
Arbitrage in stationary markets
Evstigneev, Igor V.
;
Kapoor, Dhruv
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003835751
Saved in:
4
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
5
Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003095205
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