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Arbitrage
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Advances in futures and options research : a research annual
Mathematics and financial economics
The journal of futures markets
59
Journal of financial economics
44
NBER working paper series
43
The review of financial studies
36
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
35
NBER Working Paper
34
The journal of finance : the journal of the American Finance Association
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Discussion paper / Centre for Economic Policy Research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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Pacific-Basin finance journal
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International review of financial analysis
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Journal of financial markets
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Journal of empirical finance
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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
Journal of mathematical economics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Annals of finance
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Journal of international money and finance
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Review of quantitative finance and accounting
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Review of finance : journal of the European Finance Association
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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1
A financial market with singular drift and no arbitrage
Agram, Nacira
;
Øksendal, Bernt K.
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 477-500
Persistent link: https://www.econbiz.de/10012586178
Saved in:
2
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
3
No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
Saved in:
4
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
5
How local in time is the no-arbitrage property under capital gains taxes?
Kühn, Christoph
- In:
Mathematics and financial economics
13
(
2019
)
3
,
pp. 329-358
Persistent link: https://www.econbiz.de/10012055822
Saved in:
6
Asymptotic asset pricing and bubbles
Roch, Alexandre
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 275-304
Persistent link: https://www.econbiz.de/10011963853
Saved in:
7
Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
8
Arbitrage without borrowing or short selling?
Lukkarinen, Jani
;
Pakkanen, Mikko S.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 263-274
Persistent link: https://www.econbiz.de/10011900556
Saved in:
9
Option spanning beyond Lp-models
Gao, N.
;
Xanthos, F.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10011900573
Saved in:
10
Strong asymptotic arbitrage in the large fractional binary market
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
Saved in:
11
Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
Saved in:
12
Walrasian foundations for equilibria in segmented markets
Rahi, Rohit
;
Zigrand, Jean-Pierre
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 249-264
Persistent link: https://www.econbiz.de/10010365566
Saved in:
13
Arbitrage and hedging in a non probabilistic framework
Alvarez, A.
;
Ferrando, S.
;
Olivares, P.
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009708981
Saved in:
14
A limit order book model for latency arbitrage
Cohen, Samuel N.
;
Szpruch, Lukasz
- In:
Mathematics and financial economics
6
(
2012
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10009624627
Saved in:
15
Arbitrage and the tax code
Gallmeyer, Michael F.
;
Srivastava, Sanjay
- In:
Mathematics and financial economics
4
(
2011
)
3
,
pp. 183-221
Persistent link: https://www.econbiz.de/10009152824
Saved in:
16
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
17
The risk-neutral value of the early arbitrage option : a note
Duffie, Darrell
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 107-110
Persistent link: https://www.econbiz.de/10001101740
Saved in:
18
A further investigation of the risk-return relation for commodity futures
Park, Hun Y.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 357-377
Persistent link: https://www.econbiz.de/10001081712
Saved in:
19
Structural inefficiencies in municipal bond futures
Arnott, Robert D.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 313-319
Persistent link: https://www.econbiz.de/10001081764
Saved in:
20
Option bounds in discrete time and the pricing of corporate debt
Perrakis, Stylianos
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 179-207
Persistent link: https://www.econbiz.de/10001081779
Saved in:
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