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~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~subject:"Kapitalmarkttheorie"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Search: subject_exact:"Arbitrage pricing model"
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Kapitalmarkttheorie
Arbitrage Pricing
36
Arbitrage pricing
36
Theorie
29
Theory
29
Martingal
10
Martingale
10
Transaction costs
10
Transaktionskosten
10
Option pricing theory
9
Optionspreistheorie
9
Arbitrage
8
Portfolio selection
7
Portfolio-Management
7
CAPM
6
Yield curve
5
Zinsstruktur
5
Financial economics
4
Stochastic process
4
Stochastischer Prozess
4
Hedging
3
Incomplete market
3
Mathematical programming
3
Mathematische Optimierung
3
Unvollkommener Markt
3
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Fundamental theorem of asset pricing
2
Interest rate derivative
2
Risiko
2
Risk
2
Spekulationsblase
2
Zinsderivat
2
Arbitrage-free approximations
1
Arbitrage-free pricing
1
Asymptotic arbitrage
1
Bewertung
1
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Article
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Article in journal
Bibliografie
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English
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Rásonyi, Miklós
2
Appleby, John A. D.
1
Bouchard, Bruno
1
Guasoni, Paolo
1
Kabanov, Jurij M.
1
Riedle, Markus
1
Stricker, Christophe
1
Swords, Catherine
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Computational economics
Finance and stochastics
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Annual review of financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of investment management : JOIM
1
Mathematics and financial economics
1
Review of economics & finance
1
The Korean economic review
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
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1
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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2
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
3
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Saved in:
4
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
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