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Annals of finance
Finance and stochastics
33
International journal of theoretical and applied finance
24
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22
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17
NBER working paper series
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1
Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
Saved in:
2
Absence of arbitrage in a general framework
Sayit, Hasanjan
- In:
Annals of finance
9
(
2013
)
4
,
pp. 611-624
Persistent link: https://www.econbiz.de/10010196595
Saved in:
3
Diversity and arbitrage in a regulatory breakup model
Strong, Winslow
;
Fouque, Jean-Pierre
- In:
Annals of finance
7
(
2011
)
3
,
pp. 349-374
Persistent link: https://www.econbiz.de/10009248122
Saved in:
4
No arbitrage conditions for simple trading strategies
Bayraktar, Erhan
;
Sayit, Hasanjan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 147-156
Persistent link: https://www.econbiz.de/10003939576
Saved in:
5
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
6
Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo
- In:
Annals of finance
6
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
Saved in:
7
Irreversible investment and discounting : an arbitrage pricing approach
Thijssen, Jacco J. J.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 295-315
Persistent link: https://www.econbiz.de/10003978875
Saved in:
8
Pricing errors and estimates of risk premia in factor models
Sawyer, Kim R.
;
Gygax, André F.
;
Hazledine, Matthew
- In:
Annals of finance
6
(
2010
)
3
,
pp. 391-403
Persistent link: https://www.econbiz.de/10003978883
Saved in:
9
Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup
- In:
Annals of finance
5
(
2009
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
Saved in:
10
Balance, growth and diversity of financial markets
Kardaras, Constantinos
- In:
Annals of finance
4
(
2008
)
3
,
pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
Saved in:
11
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
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