//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Arbitrage pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage Pricing
6
Arbitrage pricing
6
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Arbitrage
1
Bewertung
1
Commodity exchange
1
Control theory
1
Derivat
1
Derivative
1
Energiemarkt
1
Energy market
1
European options
1
Evaluation
1
Factor analysis
1
Faktorenanalyse
1
Handel
1
Hedging
1
Kontrolltheorie
1
Market models
1
Neural networks
1
Neuronale Netze
1
Option trading
1
Optionsgeschäft
1
Ornstein-Uhlenbeck process
1
Pension fund
1
Pensionskasse
1
Preismanagement
1
Pricing strategy
1
Probability theory
1
Präferenztheorie
1
Risikoprämie
1
Risk premium
1
Simulation
1
Statistical arbitrage
1
Statistical method
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Benth, Fred Espen
1
Britten-Jones, Mark
1
Cohen, Samuel N.
1
Ekeland, Lars
1
Guijarro-Ordonez, Jorge
1
Hauge, Ragnar
1
Jörnsten, Kurt O.
1
Miller, Shane M.
1
Neuberger, Anthony
1
Nielsen, Bjørn Fredrik
1
Platen, Eckhard
1
Reisinger, Christoph
1
Ubøe, Jan
1
Wang, Sheng
1
more ...
less ...
Published in...
All
Applied mathematical finance
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
16
Working paper / National Bureau of Economic Research, Inc.
13
Annals of finance
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economics letters
10
Gabler Edition Wissenschaft
10
Mathematics and financial economics
10
Research paper series / Swiss Finance Institute
10
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
Europäische Hochschulschriften / 5
8
Journal of economic theory
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
CESifo working papers
6
Discussion papers / CEPR
6
Journal of economic dynamics & control
6
Applied financial economics
5
Asia-Pacific financial markets
5
Bank- und finanzwirtschaftliche Forschungen
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
SSE/EFI Working Paper Series in Economics and Finance
5
Warwick economic research papers
5
CESifo Working Paper
4
Discussion paper series / LSE Financial Markets Group
4
Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
High-dimensional statistical arbitrage with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
3
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
Saved in:
4
Strategic pricing of commodities
Jörnsten, Kurt O.
;
Ubøe, Jan
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10003916622
Saved in:
5
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
6
Arbitrage pricing with incomplete markets
Britten-Jones, Mark
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10001217782
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->