Similar Search Results

Lepinette, Emmanuel - 2012

costs, even satisfying usual no-arbitrage properties, may admit arbitrage opportunities of the second kind. This means that …

Persistent link: https://www.econbiz.de/10013107809

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

Singh, Derek; Zhang, Shuzong - In: Operations research forum 2 (2021) 3, pp. 1-51

Persistent link: https://www.econbiz.de/10012589911

Mercier, Thomas; Olivier, Mathieu; De Jaeger, Emmanuel - In: Energy economics 123 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014475921

Frauendorfer, Karl - In: Selected papers of the Symposium on Operations Research …, (pp. 13-18). 1998

Persistent link: https://www.econbiz.de/10001323348

Jaschke, Stefan R. - In: Finance and stochastics 2 (1998) 1, pp. 29-40

Persistent link: https://www.econbiz.de/10001230161

Jaschke, Stefan R. - 1999

Persistent link: https://www.econbiz.de/10001377676

Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997

Persistent link: https://www.econbiz.de/10000646551

Schweizer, Martin; Wissel, Johannes - In: Finance and stochastics 12 (2008) 4, pp. 469-505

Persistent link: https://www.econbiz.de/10003899262

Coroneo, Laura; Nyholm, Ken; Vidova-Koleva, Rositsa - In: Journal of empirical finance 18 (2011) 3, pp. 393-407

Persistent link: https://www.econbiz.de/10009302103