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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~subject:"Arbitrage-free approximations"
~subject:"Transaction costs"
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Stochastischer Prozess
Arbitrage-free approximations
Transaction costs
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
27
Theory
27
Martingal
10
Martingale
10
Transaktionskosten
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Option pricing theory
9
Optionspreistheorie
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Arbitrage
7
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Fundamental theorem of asset pricing
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Arbitrage-free pricing
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Asymptotic arbitrage
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Kabanov, Jurij M.
3
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3
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1
Arduca, Maria
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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Riedle, Markus
1
Rochlin, Dmitri B.
1
Roux, Alet
1
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Finance and stochastics
International journal of theoretical and applied finance
7
Journal of mathematical economics
4
Mathematics and financial economics
4
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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2
Springer finance
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The journal of computational finance
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1
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Banque de France Working Paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Institute for Economic Research, Queen's University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1049-1077
Persistent link: https://www.econbiz.de/10012114690
Saved in:
3
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
Saved in:
4
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:
5
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
6
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:
7
Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
Saved in:
8
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:
9
No arbitrage and closure results for trading cones with transaction costs
Jacka, Saul D.
;
Berkaoui, Abdelkarem
;
Warren, Jon
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
Saved in:
10
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
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