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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
9
Arbitrage pricing
9
Theorie
8
Theory
8
CAPM
7
Arbitrage
5
Portfolio selection
4
Portfolio-Management
4
Martingal
3
Martingale
3
fundamental theorem of asset pricing
3
Incomplete market
2
Option pricing theory
2
Optionspreistheorie
2
Swap
2
Unvollkommener Markt
2
American contingent claim
1
Control theory
1
Credit derivative
1
Hedging
1
Kontrolltheorie
1
Kreditderivat
1
Mathematical programming
1
Mathematische Optimierung
1
Snell envelope
1
Transaction costs
1
Transaktionskosten
1
arbitrage
1
arbitrage conditions
1
arbitrage free
1
arbitrage of the first kind
1
arbitrage-free price
1
consistent pricing system
1
convex duality
1
credit default swaps
1
dividends
1
incomplete markets
1
interest rate swaps
1
liquidity
1
model error
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English
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Acciaio, Beatrice
1
Babbs, Simon H.
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Carassus, Laurence
1
Cialenco, Igor
1
Davis, Mark H. A.
1
Evstigneev, Igor V.
1
Kardaras, Constantinos
1
Nutz, Marcel
1
Obłój, Jan
1
Pham, Huyên
1
Raval, Vimal
1
Rodriguez, Rodrigo
1
Ruf, Johannes
1
Schürger, Klaus
1
Selby, Michael J. P.
1
Siorpaes, Pietro
1
Svindland, Gregor
1
Taksar, Michael I.
1
Touzi, Nizar
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Annals of finance
11
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economics letters
10
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Research paper series / Swiss Finance Institute
9
Gabler Edition Wissenschaft
7
Journal of economic theory
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Finance research letters
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Warwick economic research papers
5
Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
4
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ECONIS (ZBW)
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1
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
2
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
3
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
4
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
5
On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
Saved in:
6
Hedging under arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
7
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
8
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
9
Pricing by arbitrage under arbitrary information
Babbs, Simon H.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001242836
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