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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~subject:"Arbitrage-free approximations"
~subject:"Spekulationsblase"
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Search: subject_exact:"Arbitrage pricing"
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Stochastischer Prozess
Arbitrage-free approximations
Spekulationsblase
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
27
Theory
27
Martingal
10
Martingale
10
Transaction costs
10
Transaktionskosten
10
Option pricing theory
9
Optionspreistheorie
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Arbitrage
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Portfolio selection
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Portfolio-Management
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CAPM
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Yield curve
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Zinsstruktur
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Financial economics
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Kapitalmarkttheorie
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Stochastic process
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Incomplete market
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Mathematical programming
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Unvollkommener Markt
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Black-Scholes model
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Black-Scholes-Modell
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Bubbles
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Fundamental theorem of asset pricing
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Interest rate derivative
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Risiko
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Risk
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Zinsderivat
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Arbitrage-free pricing
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Asymptotic arbitrage
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1
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Finance and stochastics
International journal of theoretical and applied finance
6
Mathematics and financial economics
4
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3
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2
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2
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Banking, financial integration, and international crises
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Banque de France Working Paper
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Friedberger Hochschulschriften / Fachhochschule Gießen, Friedberg
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1
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
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2
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
3
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
4
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
5
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
6
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
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