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Arbitrage
16
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13
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13
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3
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3
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3
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3
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1
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1
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1
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1
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1
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1
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Journal of mathematical economics
The journal of futures markets
60
Journal of financial economics
44
NBER working paper series
43
The journal of finance : the journal of the American Finance Association
39
Journal of banking & finance
38
Working paper / National Bureau of Economic Research, Inc.
37
The review of financial studies
36
NBER Working Paper
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
MPRA Paper
25
Finance and stochastics
24
International review of financial analysis
23
Pacific-Basin finance journal
23
Finance and Stochastics
22
Post-Print / HAL
22
International journal of theoretical and applied finance
21
Journal of financial markets
21
CEPR Discussion Papers
20
Economics Papers from University Paris Dauphine
20
Energy economics
20
Journal of empirical finance
20
Discussion papers / CEPR
19
Finance research letters
19
IMF Working Papers
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
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Journal of financial and quantitative analysis : JFQA
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
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16
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15
Discussion Paper Serie B
15
Documents de travail du Centre d'Economie de la Sorbonne
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Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematics and financial economics
15
Discussion paper / LSE Financial Markets Group
14
Annals of finance
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1
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
2
Large market games, the law of one price, and market structure
Toraubally, Waseem A.
- In:
Journal of mathematical economics
78
(
2018
),
pp. 13-26
Persistent link: https://www.econbiz.de/10012105447
Saved in:
3
Introduction to economic theory of bubbles
Miao, Jianjun
- In:
Journal of mathematical economics
53
(
2014
),
pp. 130-136
Persistent link: https://www.econbiz.de/10011297130
Saved in:
4
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung
;
Ha-huy, Thai
- In:
Journal of mathematical economics
46
(
2010
)
1
,
pp. 128-131
Persistent link: https://www.econbiz.de/10003948410
Saved in:
5
Narrowing the no-arbitrage bounds
Chambers, Robert G.
;
Quiggin, John C.
- In:
Journal of mathematical economics
44
(
2008
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003622892
Saved in:
6
Limits to arbitrage when market participation is restricted
Hens, Thorsten
;
Herings, Peter Jean-Jacques
; …
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 556-564
Persistent link: https://www.econbiz.de/10003376540
Saved in:
7
Arbitrage and equilibrium in unbounded exchange economies with satiation
Allouch, Nizar
;
Le Van, Cuong
;
Page, Frank H.
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 661-674
Persistent link: https://www.econbiz.de/10003376548
Saved in:
8
Endogenous market integration, manipulation and limits to arbitrage
Zigrand, Jean-Pierre
- In:
Journal of mathematical economics
42
(
2006
)
3
,
pp. 301-314
Persistent link: https://www.econbiz.de/10003322710
Saved in:
9
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás de la Corte, Alejandro
;
Mirás, Miguel Ángel
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001703425
Saved in:
10
Special issue: arbitrage and control problems in finance
Jouini, Elyès
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001567687
Saved in:
11
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
Saved in:
12
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10001531840
Saved in:
13
Arbitrage, equilibrium, and gains from trade : a counterexample
Monteiro, Paulo Klinger
- In:
Journal of mathematical economics
28
(
1997
)
4
,
pp. 481-501
Persistent link: https://www.econbiz.de/10001233715
Saved in:
14
Limited arbitrage is necessary and sufficient for the existence of an equilibrium
Chichilnisky, Graciela
- In:
Journal of mathematical economics
28
(
1997
)
4
,
pp. 470-479
Persistent link: https://www.econbiz.de/10001233717
Saved in:
15
A topological invariant for competitive markets
Chichilnisky, Graciela
- In:
Journal of mathematical economics
28
(
1997
)
4
,
pp. 445-469
Persistent link: https://www.econbiz.de/10001233721
Saved in:
16
The valuation problem in arbitrage price theory
Clark, Stephen A.
- In:
Journal of mathematical economics
22
(
1993
)
5
,
pp. 463-478
Persistent link: https://www.econbiz.de/10001148328
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