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~isPartOf:"Annals of finance"
~isPartOf:"The review of financial studies"
~subject:"Arbitrage"
~subject:"Derivat"
~subject:"Kreditmarkt"
~subject:"Stochastischer Prozess"
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Annals of finance
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16
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1
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:
2
The collateralizability premium
Ai, Hengjie
;
Li, Jun E.
;
Li, Kai
;
Schlag, Christian
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5821-5855
Persistent link: https://www.econbiz.de/10012387492
Saved in:
3
Negative swap spreads and limited arbitrage
Jermann, Urban J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 212-238
Persistent link: https://www.econbiz.de/10012135552
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
Bubbles, growth and imperfection of credit market in a two-country model
Shimizu, Ryosuke
- In:
Annals of finance
14
(
2018
)
3
,
pp. 353-377
Persistent link: https://www.econbiz.de/10012019358
Saved in:
6
Implications of incomplete markets for international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
- In:
The review of financial studies
31
(
2018
)
10
,
pp. 4017-4062
Persistent link: https://www.econbiz.de/10011927903
Saved in:
7
Financial market globalization, nonconvergence and credit cycles
Ho, Wai-Hong
- In:
Annals of finance
13
(
2017
)
2
,
pp. 153-180
Persistent link: https://www.econbiz.de/10011944974
Saved in:
8
Partial equilibria with convex capital requirements : existence, uniqueness and stability
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10003939570
Saved in:
9
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
10
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
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