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Search: subject:"No-arbitrage"
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no-arbitrage
33
Theorie
27
Theory
23
Zinsstruktur
23
no arbitrage
21
Yield curve
19
Arbitrage
15
no-arbitrage condition
14
No-Arbitrage
13
Optionspreistheorie
13
Volatilität
13
Option pricing theory
12
Volatility
12
Arbitrage Pricing
10
CAPM
7
Knightian Uncertainty
7
Risiko
7
Risk
7
yield curve
7
Arbitrage pricing
6
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Fundamental Theorem of Asset Pricing
6
No arbitrage
6
No-arbitrage
6
risk
6
Estimation
5
Forecasting model
5
Kapitaleinkommen
5
Martingale
5
Prognoseverfahren
5
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5
Robust Finance
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Affine Model
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23
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Van, Cuong Le
13
Fontaine, Patrice
6
Hölzermann, Julian
6
Carriero, Andrea
4
Taglioni, Daria
4
Anderton, Robert
3
Bauer, Michael D.
3
Bayraktar, Erhan
3
Blonski, Matthias
3
Bosi, Stefano
3
Elkamhi, Redouane
3
Gospodinov, Nikolay
3
Kan, Raymond
3
Robotti, Cesare
3
Schmidt, Thorsten
3
Vangelista, Elisabetta
3
Yanovski, Boyan
3
Zhang, Yuchong
3
Zhou, Zhou
3
Alencar, Airlane Pereira
2
Baba, Naohiko
2
Baldwin, Richard E.
2
Bank, Peter
2
Becker, Marcus
2
Bianchetti, Marco
2
Bruni, Renato
2
Burzoni, M.
2
Burzoni, Matteo
2
Cassese, Gianluca
2
Cesarone, Francesco
2
Chataigner, Marc
2
Chen, Zhiwu
2
Christoffersen, Peter
2
Coroneo, Laura
2
Cortés Espada, Josué Fernando
2
Crépey, Stéphane
2
Dana, Rose-Anne
2
Dixon, Matthew F.
2
Dubois, Florent
2
Espada, Josué Fernando Cortés
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
HAL
6
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
University of Bonn, Germany
4
Banco de México
3
Development and Policies Research Center (Depocen)
3
Université Paris-Dauphine (Paris IX)
3
Bank of Japan
2
Banque de France
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
European Central Bank
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
School of Economics and Management, University of Aarhus
2
Bank for International Settlements (BIS)
1
CESifo
1
Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät
1
Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics and Related Studies, University of York
1
Dipartimento di Economia, Università degli Studi di Roma 3
1
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Finance Discipline Group, Business School
1
Institute for Monetary and Economic Studies, Bank of Japan
1
London School of Economics (LSE)
1
Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
1
Nationalekonomiska institutionen, Handelshögskolan
1
Royal Economic Society - RES
1
Society for Computational Economics - SCE
1
Society for Economic Dynamics - SED
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Turun Kauppakorkeakoulu, Turun Yliopisto
1
Université Paris-Dauphine
1
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
1
de Nederlandsche Bank
1
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MPRA Paper
9
Working Paper
6
Risks : open access journal
5
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Bonn Econ Discussion Papers
4
Post-Print / HAL
4
Risks
4
Working Papers
4
Center for Mathematical Economics Working Papers
3
Research paper series / Swiss Finance Institute
3
Working Papers / Banco de México
3
Working Papers / Development and Policies Research Center (Depocen)
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Bank of Japan Working Paper Series
2
CIRANO Working Papers
2
CREATES Research Papers
2
Discussion Paper Serie B
2
Documents de travail du Centre d'Economie de la Sorbonne
2
ECB Working Paper
2
ESI working papers
2
Economics Papers from University Paris Dauphine
2
Finance and Economics Discussion Series
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
Mathematics and Financial Economics
2
Mathematics and financial economics
2
Swiss Finance Institute Research Paper
2
Working Paper Series / European Central Bank
2
Working Papers / HAL
2
Working papers / Banque de France
2
2006 Meeting Papers
1
ACRN journal of finance and risk perspectives
1
AMSE Working Papers
1
Annals of Economics and Finance
1
Applied mathematical finance
1
BIS Working Papers
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CESifo working papers
1
CORE Discussion Papers
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Source
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RePEc
76
ECONIS (ZBW)
43
EconStor
36
Showing
1
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155
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1
A pricing formula for delayed claims : appreciating the past to value the future
Biffis, Enrico
;
Goldys, Beniamin
;
Prosdocimi, Cecilia
; …
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 175-202
Persistent link: https://www.econbiz.de/10014328919
Saved in:
2
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
3
Implied volatility smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
4
On a robust estimation of option-implied interest rates and dividend yields
Kamau, Muoria
;
Mwaniki, Ivivi Joseph
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-20
In this paper, a simple
no-arbitrage
methodology to estimate option-implied interest rates and dividend yields …
Persistent link: https://www.econbiz.de/10014501256
Saved in:
5
Contango and Backwardation in Arbitrage-Free Futures-Markets
Rau-Bredow, Hans
-
2022
This paper gives a short recapitulation of the constraints for forward and futures prices under the condition that no risk-free profits can be achieved through arbitrage activities.
Persistent link: https://www.econbiz.de/10012803562
Saved in:
6
Term structure modeling under volatility uncertainty
Hölzermann, Julian
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
Saved in:
7
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
8
Perishable goods versus re-tradable assets : a theoretical reappraisal of a fundamental dichotomy
Inoua, Sabiou M.
;
Smith, Vernon L.
-
2022
Persistent link: https://www.econbiz.de/10013256970
Saved in:
9
The
no-arbitrage
hypothesis and inertia in forward markets
Ferreira García, José Luis
;
Kujal, Praveen
;
Rassenti, …
-
2022
Persistent link: https://www.econbiz.de/10013256972
Saved in:
10
Financial market disruption and investor awareness : the case of implied volatility skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
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