//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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:"Arbitragetheorie"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage
29
Theorie
26
Theory
26
CAPM
8
Portfolio selection
7
Portfolio-Management
7
Arbitrage Pricing
5
Arbitrage pricing
5
Martingal
5
Martingale
5
Option pricing theory
4
Optionspreistheorie
4
Probability theory
4
Transaction costs
4
Transaktionskosten
4
Wahrscheinlichkeitsrechnung
4
Yield curve
4
Zinsstruktur
4
fundamental theorem of asset pricing
3
Börsenkurs
2
Derivat
2
Derivative
2
Equilibrium theory
2
Financial market
2
Finanzmarkt
2
Fälligkeit
2
Gleichgewichtstheorie
2
Hedging
2
Incomplete market
2
Maturity
2
Securities trading
2
Share price
2
Swap
2
USA
2
United States
2
Unvollkommener Markt
2
Wertpapierhandel
2
Zero-Bond
2
Zero-coupon bond
2
American option
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Jarrow, Robert A.
3
Bouchard, Bruno
2
Davis, Mark H. A.
2
Delbaen, Freddy
2
Jouini, Elyès
2
Kardaras, Constantinos
2
Schachermayer, Walter
2
Artzner, Philippe
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Carassus, Laurence
1
Cialenco, Igor
1
Cox, Alexander M. G.
1
Deng, Xiaotie
1
Goldammer, Verena
1
Gouriéroux, Christian
1
Guasoni, Paolo
1
Heath, David C.
1
Hobson, David G.
1
Hoeggerl, Christoph
1
Huu, Adrien Nguyen
1
Kahalé, Nabil
1
Kallal, Hédi D.
1
Kennedy, D. P.
1
Klein, Irene
1
Lakner, Peter
1
Larsson, Martin
1
Lyasoff, Andrew
1
Madan, Dilip B.
1
Monfort, Alain
1
Nutz, Marcel
1
Obłój, Jan
1
Platen, Eckhard
1
Protter, Philip E.
1
Raval, Vimal
1
Rodriguez, Rodrigo
1
Rogers, Leonard C. G.
1
Ruf, Johannes
1
Schmock, Uwe
1
Siorpaes, Pietro
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
60
NBER working paper series
45
Journal of financial economics
44
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
34
Discussion paper / Centre for Economic Policy Research
32
Finance research letters
25
Pacific-Basin finance journal
25
Finance and stochastics
24
International review of financial analysis
24
Journal of financial markets
21
Journal of empirical finance
20
Journal of financial and quantitative analysis : JFQA
19
Journal of international financial markets, institutions & money
19
Discussion papers / CEPR
18
International journal of theoretical and applied finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Quantitative finance
18
Energy economics
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Journal of mathematical economics
16
Mathematics and financial economics
15
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Annals of finance
13
Journal of international money and finance
13
Review of finance : journal of the European Finance Association
13
Review of quantitative finance and accounting
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The European journal of finance
12
Working paper
12
Discussion paper
11
Discussion paper / Tinbergen Institute
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Swiss Finance Institute Research Paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
29
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Model-independent no-arbitrage conditions on American put options
Cox, Alexander M. G.
;
Hoeggerl, Christoph
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 431-458
Persistent link: https://www.econbiz.de/10011577173
Saved in:
3
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:
4
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:
5
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:
6
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
Saved in:
7
Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
8
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:
9
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
10
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
11
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
Saved in:
12
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
13
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
14
Sparse calibrations of contingent claims
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 105-115
Persistent link: https://www.econbiz.de/10003955685
Saved in:
15
The range of traded option prices
Davis, Mark H. A.
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003543093
Saved in:
16
No arbitrage under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003338701
Saved in:
17
A comment on market free lunch and free lunch
Klein, Irene
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 583-588
Persistent link: https://www.econbiz.de/10003338702
Saved in:
18
Dynamic arbitrage-free asset pricing with proportional transaction costs
Zhang, Shunming
;
Xu, Chunlei
;
Deng, Xiaotie
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 89-97
Persistent link: https://www.econbiz.de/10001686175
Saved in:
19
Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
Saved in:
20
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
21
Arbitrage and information in a sequential economy with many credit agencies
Stahl, Dale O.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001185063
Saved in:
22
Approximate completeness with multiple martingale measures
Artzner, Philippe
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001185067
Saved in:
23
Arbitrage in securities markets with short-sales constraints
Jouini, Elyès
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 197-232
Persistent link: https://www.econbiz.de/10001188681
Saved in:
24
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
25
Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
Saved in:
26
Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
4
(
1994
)
1
,
pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
Saved in:
27
Exact ruin probabilities and the evaluation of program trading on financial markets
Kennedy, D. P.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10001185127
Saved in:
28
Martingale measures for a class of right-continuous processes
Lakner, Peter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10001185135
Saved in:
29
Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->