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Arbitrage
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Option pricing theory
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algorithmic trading
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data cleansing
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Cohen, Samuel N.
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Dokučaev, Nikolaj G.
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Drissi, Fayçal
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Guijarro-Ordonez, Jorge
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Reisinger, Christoph
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Wang, Sheng
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Applied mathematical finance
The journal of futures markets
60
Journal of financial economics
44
NBER working paper series
43
The review of financial studies
36
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
35
NBER Working Paper
34
The journal of finance : the journal of the American Finance Association
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Pacific-Basin finance journal
25
Finance and stochastics
24
International review of financial analysis
24
Finance research letters
22
Journal of financial markets
21
Journal of empirical finance
20
Discussion papers / CEPR
18
International journal of theoretical and applied finance
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
Energy economics
17
Journal of financial and quantitative analysis : JFQA
17
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Journal of mathematical economics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Mathematics and financial economics
15
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Annals of finance
13
Journal of international money and finance
13
Review of finance : journal of the European Finance Association
12
Review of quantitative finance and accounting
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The European journal of finance
12
Working paper
12
Discussion paper / Tinbergen Institute
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Discussion paper
10
Swiss Finance Institute Research Paper
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Solvability of differential riccati equations and applications to algorithmic trading with signals
Drissi, Fayçal
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 457-493
Persistent link: https://www.econbiz.de/10014390281
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2
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
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
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
Saved in:
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