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subject:"Arbitrage Pricing"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
Estimation
Arbitrage pricing
5
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Arbitrage
1
Arbitrage free interpolation
1
Arbitrage-free
1
Calibration
1
Financial economics
1
Implied volatility
1
Kapitalmarkttheorie
1
Markov chain
1
Markov-Kette
1
Modellierung
1
Option trading
1
Optionsgeschäft
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Quantitative finance
1
Random variable
1
Risk-neutral density
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Robust statistics
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Robustes Verfahren
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SVI
1
Scientific modelling
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Statistical distribution
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Statistische Verteilung
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Stochastic collocation
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Stochastic process
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Stochastischer Prozess
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Zinsstruktur
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Article in journal
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English
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Rásonyi, Miklós
2
Cohort, Pierre
1
Corbetta, Jacopo
1
Evstigneev, Igor V.
1
Kapoor, Dhruv
1
Laachir, Ismail
1
Le Floc'h, Fabien
1
Martini, Claude
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Oosterlee, Cornelis Willebrordus
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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
Annals of finance
11
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Economics letters
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of economic theory
6
Applied financial economics
5
Asia-Pacific financial markets
5
Finance research letters
5
International review of economics & finance : IREF
5
Journal of econometrics
5
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Annals of financial economics
3
Computational economics
3
Economic modelling
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Finanzmarkt und Portfolio-Management
3
International journal of economics and finance
3
Journal of economic behavior & organization : JEBO
3
Journal of economics and finance
3
Journal of international money and finance
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Pacific-Basin finance journal
3
Seoul journal of economics
3
The Korean economic review
3
The journal of finance : the journal of the American Finance Association
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1
Robust calibration and arbitrage-free interpolation of SSVI slices
Corbetta, Jacopo
;
Cohort, Pierre
;
Laachir, Ismail
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012127308
Saved in:
2
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
3
Arbitrage in stationary markets
Evstigneev, Igor V.
;
Kapoor, Dhruv
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003835751
Saved in:
4
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
5
Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003095205
Saved in:
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