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subject:"Arbitrage Pricing"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
Stochastischer Prozess
Arbitrage pricing
10
Theorie
8
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8
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3
Financial economics
2
Kapitalmarkttheorie
2
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper series / LSE Financial Markets Group
Journal of economic dynamics & control
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
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17
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1
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
2
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
3
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
4
Financially constrained arbitrage in illiquid markets
Attari, Mukarram
;
Mello, António S.
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2793-2822
Persistent link: https://www.econbiz.de/10003395630
Saved in:
5
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
Baccara, Mariagiovanna
;
Battauz, Anna
;
Ortu, Fulvio
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003251151
Saved in:
6
Bubbles and crashes
Abreu, Dilip
;
Brunnermeier, Markus Konrad
-
2002
Persistent link: https://www.econbiz.de/10001645983
Saved in:
7
Arbitrage and universal pricing
Luenberger, David G.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10001668459
Saved in:
8
Arbitrage and endogenous market integration
Zigrand, Jean-Pierre
-
1999
Persistent link: https://www.econbiz.de/10001379442
Saved in:
9
Term structure modelling of defaultable bonds
Schönbucher, Philipp J.
-
1997
Persistent link: https://www.econbiz.de/10000967593
Saved in:
10
The arbitrage pricing theory is not robust 2 : factor structures and factor pricing
Bray, Margaret
-
1994
Persistent link: https://www.econbiz.de/10000881658
Saved in:
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