//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
~isPartOf:"Economics letters"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Arbitrage pricing"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Market imperfection"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage pricing
Option pricing theory
Incomplete market
124
Unvollkommener Markt
124
Theorie
92
Theory
92
Financial market
27
Finanzmarkt
27
Incomplete markets
26
Portfolio selection
25
Portfolio-Management
25
CAPM
21
Risiko
13
Risk
13
Derivat
12
Derivative
12
Martingal
12
Martingale
12
Optionspreistheorie
12
Stochastic process
10
Stochastischer Prozess
10
Allgemeines Gleichgewicht
9
General equilibrium
9
Arbitrage
7
Arbitrage Pricing
7
Risikoprämie
7
Risk premium
7
Geldpolitik
6
Hedging
6
Liquidity constraint
6
Liquiditätsbeschränkung
6
Measurement
6
Messung
6
Monetary policy
6
Equilibrium model
5
Gleichgewichtsmodell
5
Investment
5
Arbeitsmarkt
4
Credit market
4
Eigeninteresse
4
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Arduca, Maria
1
Avanesyan, Levon
1
Barbachan, José Santiago Fajardo
1
Bayraktar, Erhan
1
Bellamy, N.
1
Burzoni, Matteo
1
Dokučaev, Nikolaj G.
1
Frittelli, Marco
1
Ibáñez, Alfredo
1
Imkeller, Peter
1
Ioffe, Ioulia D.
1
Jacod, Jean
1
Jeanblanc, Monique
1
Jouini, Elyès
1
Kallio, Markku
1
Kallsen, Jan
1
Leippold, Markus
1
Maggis, Marco
1
Munari, Cosimo-Andrea
1
Nakajima, Katsushi
1
Perkowski, Nicolas
1
Protter, Philip E.
1
Shkolnikov, Mykhaylo
1
Sircar, Kaushik Ronnie
1
Stromberg, Jacob
1
Tavin, Bertrand
1
Young, Virginia R.
1
Ziemba, William T.
1
more ...
less ...
Published in...
All
Annals of finance
Economics letters
Finance and stochastics
Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
International journal of theoretical and applied finance
22
Applied mathematical finance
8
Research paper series / Swiss Finance Institute
7
Asia-Pacific financial markets
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
6
European journal of operational research : EJOR
5
International journal of financial engineering
5
Journal of mathematical economics
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Swiss Finance Institute Research Paper
5
Finance research letters
4
Mathematical methods of operations research
4
Quantitative finance
4
Applied financial economics
3
Discussion paper
3
Discussion paper / Tinbergen Institute
3
Insurance / Mathematics & economics
3
Journal of financial economics
3
Journal of mathematical finance
3
Mathematical finance
3
Mathematics and financial economics
3
Review of derivatives research
3
Risk and decision analysis
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Betriebswirtschaftliche Forschungsergebnisse
2
Computational economics
2
Discussion paper / B
2
Energy economics
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Financial engineering
2
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
2
Journal of economic theory
2
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
2
NBER working paper series
2
Netspar Discussion Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
3
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
4
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
5
Strategic technology adoption and hedging under incomplete markets
Leippold, Markus
;
Stromberg, Jacob
- In:
Journal of banking & finance
81
(
2017
),
pp. 181-199
Persistent link: https://www.econbiz.de/10011816440
Saved in:
6
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
7
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
Saved in:
8
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
9
Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo
- In:
Annals of finance
6
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
Saved in:
10
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->