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Arbitrage
19
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10
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Arbitrage Pricing
8
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8
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7
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7
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Perez-Ostafe, Lavinia
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Bekker, Paul A.
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Blenman, Lloyd P.
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International journal of theoretical and applied finance
The journal of futures markets
61
NBER working paper series
45
Journal of financial economics
44
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
Finance research letters
26
International review of financial analysis
25
MPRA Paper
25
Pacific-Basin finance journal
25
Finance and stochastics
24
Finance and Stochastics
22
Post-Print / HAL
22
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
IMF Working Papers
19
Journal of financial and quantitative analysis : JFQA
19
Journal of international financial markets, institutions & money
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Quantitative finance
18
Working Paper
18
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Journal of mathematical economics
16
Working paper
16
Applied economics
15
Discussion Paper Serie B
15
Documents de travail du Centre d'Economie de la Sorbonne
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Mathematics and financial economics
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ECONIS (ZBW)
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
3
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
4
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
5
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
6
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
Saved in:
7
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
8
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
9
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
10
Asymptotic arbitrage in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
11
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
12
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
13
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
14
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
15
Arbitrage smoothing in fitting a sequence of yield curves
Bekker, Paul A.
;
Bouwman, Kees E.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
Saved in:
16
The mirage of triangular arbitrage in the spot foreign exchange market
Fenn, Daniel J.
;
Howison, Sam
;
McDonald, Mark
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10003946577
Saved in:
17
Equilibrium conditions of forward exchange market expressed in a simple geometric structure
Chen, Jianguo
;
Blenman, Lloyd P.
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 915-932
Persistent link: https://www.econbiz.de/10003206534
Saved in:
18
Arbitrage in fractal modulated black-scholes models when the volatility is stochastic
Bayraktar, Erhan
;
Poor, H. Vincent
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 283-300
Persistent link: https://www.econbiz.de/10002893223
Saved in:
19
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
20
Hedging and arbitrage warrants under smile effects : analysis and evidence
Chen, Son-nan
;
Chen, An-Pin
;
Chang, Camus
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 733-758
Persistent link: https://www.econbiz.de/10001612209
Saved in:
21
A network model for foreign exchange arbitrage, hedging and speculation
Jones, C. Kenneth
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 837-852
Persistent link: https://www.econbiz.de/10001632641
Saved in:
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