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~isPartOf:"Finance and stochastics"
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~type_genre:"Bibliografie"
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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
36
Arbitrage pricing
36
Theorie
29
Theory
29
Martingal
10
Martingale
10
Transaction costs
10
Transaktionskosten
10
Option pricing theory
9
Optionspreistheorie
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Arbitrage
8
Portfolio selection
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Fundamental theorem of asset pricing
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Arbitrage-free approximations
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Arbitrage-free pricing
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Article
36
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Article in journal
Bibliografie
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36
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English
36
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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
Berkaoui, Abdelkarem
1
Björk, Tomas
1
Bouchard, Bruno
1
Burzoni, Matteo
1
Carmona, René
1
Chau, Huy N.
1
Childs, Jason
1
Cosso, Andrea
1
Denis, Emmanuel
1
Fontana, Claudio
1
Frittelli, Marco
1
Griffin, Philip S.
1
Grépat, Julien
1
Guasoni, Paolo
1
Guo, Ivan
1
Hahn, Tobias
1
Heath, David
1
Hult, Henrik
1
Hunt, Phil J.
1
Jacka, Saul D.
1
Jamshidian, Farshid
1
Jaschke, Stefan R.
1
Jouini, Elyès
1
Kardaras, Constantinos
1
Karlsson, Peter S.
1
Kennedy, Joanne
1
Klein, Irene
1
Kramkov, D. O.
1
Krühner, Paul
1
Ku, Hyejin
1
Kühn, Christoph
1
Larsen, Kasper
1
Lépinette, Emmanuel
1
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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
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Economics letters
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of economic theory
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Applied financial economics
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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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International review of economics & finance : IREF
5
Journal of econometrics
5
Finance research letters
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Annals of financial economics
3
Economic modelling
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Finanzmarkt und Portfolio-Management
3
International journal of economics and finance
3
Journal of economic behavior & organization : JEBO
3
Journal of economics and finance
3
Journal of international money and finance
3
Journal of mathematical finance
3
Pacific-Basin finance journal
3
Seoul journal of economics
3
The Korean economic review
3
The journal of finance : the journal of the American Finance Association
3
Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
36
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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
Saved in:
10
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
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