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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of mathematical economics"
~subject:"Arbitrage pricing"
~subject:"Martingale"
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Arbitrage pricing
Martingale
Theorie
32
Theory
32
Arbitrage Pricing
29
Arbitrage
20
Option pricing theory
9
Optionspreistheorie
9
Allgemeines Gleichgewicht
7
General equilibrium
7
Transaction costs
6
Transaktionskosten
6
CAPM
5
Equilibrium theory
5
Gleichgewichtstheorie
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Incomplete market
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Option trading
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Optionsgeschäft
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Unvollkommener Markt
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Derivat
4
Derivative
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Game theory
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Individually rational attainable allocations
2
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2
Market models
2
Martingal
2
No-arbitrage condition
2
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2
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English
30
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Le Van, Cuong
4
Napp, Clotilde
4
Jouini, Elyès
3
Page, Frank H.
3
Herings, Peter Jean-Jacques
2
Wooders, Myrna Holtz
2
Allouch, Nizar
1
Araújo, Aloisio Pessoa de
1
Astic, Fabian
1
Ba Minh, Nguyen
1
Balbás de la Corte, Alejandro
1
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1
Başak, Suleyman
1
Benth, Fred Espen
1
Boisdeffre, Lionel de
1
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1
Clark, Stephen A.
1
Cohen, Samuel N.
1
Cornet, Bernard
1
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1
Dana, Rose-Anne
1
Ekeland, Lars
1
Fontana, Claudio
1
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1
Ha-Huy, Thai
1
Ha-huy, Thai
1
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1
Hens, Thorsten
1
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1
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1
Kallal, Hédi D.
1
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1
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1
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1
Monteiro, Paulo Klinger
1
Muñoz-Bouzo, María José
1
Najjar, Nabil I. al-
1
Neuberger, Anthony
1
Nguyen, Manh-hung
1
Nielsen, Bjørn Fredrik
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Applied mathematical finance
Journal of mathematical economics
Finance and stochastics
43
International journal of theoretical and applied finance
25
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Annals of finance
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper / National Bureau of Economic Research, Inc.
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Mathematics and financial economics
12
Research paper series / Swiss Finance Institute
12
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Economics letters
10
Swiss Finance Institute Research Paper
10
Gabler Edition Wissenschaft
7
Journal of economic theory
7
The journal of computational finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of economic dynamics & control
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Discussion papers / CEPR
5
Finance research letters
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Journal of mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Warwick economic research papers
5
Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
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ECONIS (ZBW)
30
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1
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:
2
Arbitrage
concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
3
High-dimensional statistical
arbitrage
with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
4
Arbitrage
and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai
;
Le Van, Cuong
;
Tran-Viet, Cuong
- In:
Journal of mathematical economics
76
(
2018
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012105400
Saved in:
5
No unbounded
arbitrage
, weak no market
arbitrage
and no
arbitrage
price system conditions : equivalent conditions
Nguyen, Manh-hung
;
Ha-huy, Thai
- In:
Journal of mathematical economics
46
(
2010
)
1
,
pp. 128-131
Persistent link: https://www.econbiz.de/10003948410
Saved in:
6
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
Saved in:
7
Strategic pricing of commodities
Jörnsten, Kurt O.
;
Ubøe, Jan
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10003916622
Saved in:
8
Limits to
arbitrage
when market participation is restricted
Hens, Thorsten
;
Herings, Peter Jean-Jacques
; …
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 556-564
Persistent link: https://www.econbiz.de/10003376540
Saved in:
9
No
arbitrage
conditions and liquidity
Astic, Fabian
;
Touzi, Nizar
- In:
Journal of mathematical economics
43
(
2007
)
6
,
pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
Saved in:
10
No-
arbitrage
condition and existence of equilibrium with dividends
Le Van, Cuong
;
Ba Minh, Nguyen
- In:
Journal of mathematical economics
43
(
2007
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10003463109
Saved in:
1
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