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~isPartOf:"Annals of financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
39
Arbitrage pricing
39
Theorie
31
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10
Martingal
10
Martingale
10
Option pricing theory
10
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Kabanov, Jurij M.
7
Rásonyi, Miklós
3
Stricker, Christophe
2
Appleby, John A. D.
1
Arduca, Maria
1
Bender, Christian
1
Benth, Fred Espen
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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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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Annals of financial economics
Computational economics
Finance and stochastics
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
Annals of finance
11
Mathematics and financial economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Economics letters
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The journal of computational finance
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Quantitative finance
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Economic modelling
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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Journal of economic behavior & organization : JEBO
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Journal of economics and finance
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Journal of international money and finance
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Pacific-Basin finance journal
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Seoul journal of economics
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The Korean economic review
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
39
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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
A unifying model for statistical arbitrage : model assumptions and empirical failure
Stephenson, Jeff
;
Vanstone, Bruce
;
Hahn, Tobias
- In:
Computational economics
58
(
2021
)
4
,
pp. 943-964
Persistent link: https://www.econbiz.de/10012697772
Saved in:
3
Arbitrageur behavior in sentiment-driven asset-pricing
Kilic, Erdem
;
Göksel, Oğuzhan
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10013185459
Saved in:
4
The value of informational arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Saved in:
5
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
Saved in:
6
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:
7
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:
8
Arbitrage-free pricing of multi-person game claims in discrete time
Guo, Ivan
;
Rutkowski, Marek
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 111-155
Persistent link: https://www.econbiz.de/10011944066
Saved in:
9
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:
10
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
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