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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Arbitrage pricing"
~subject:"Optionspreistheorie"
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Arbitrage pricing
Optionspreistheorie
Arbitrage Pricing
5
Theorie
4
Theory
4
Arbitrage
2
Option pricing theory
2
Volatility
2
Volatilität
2
Arbitrage free interpolation
1
Arbitrage-free
1
Bid-ask spread
1
Calibration
1
Financial economics
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Geld-Brief-Spanne
1
Implied volatility
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Kapitalmarkttheorie
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Markov chain
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Markov-Kette
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Martingal
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Martingale
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Mathematical programming
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Mathematische Optimierung
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Option trading
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Optionsgeschäft
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Risk-neutral density
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Robust statistics
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Statistische Verteilung
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Rásonyi, Miklós
2
Cohort, Pierre
1
Corbetta, Jacopo
1
Evstigneev, Igor V.
1
Kapoor, Dhruv
1
Laachir, Ismail
1
Le Floc'h, Fabien
1
Martini, Claude
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
37
International journal of theoretical and applied finance
32
Journal of financial economics
23
Journal of mathematical economics
23
Journal of banking & finance
17
NBER working paper series
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Working paper / National Bureau of Economic Research, Inc.
14
Annals of finance
13
Mathematics and financial economics
12
NBER Working Paper
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Applied mathematical finance
11
Economics letters
11
Discussion paper / Centre for Economic Policy Research
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Research paper series / Swiss Finance Institute
10
Risks : open access journal
10
Journal of economic theory
8
Journal of mathematical finance
8
Quantitative finance
8
Swiss Finance Institute Research Paper
8
The journal of computational finance
8
Gabler Edition Wissenschaft
7
International review of economics & finance : IREF
7
Applied financial economics
6
Computational economics
6
Finance research letters
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Asia-Pacific financial markets
5
CESifo working papers
5
Discussion papers / CEPR
5
International review of financial analysis
5
Journal of econometrics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Review of derivatives research
5
Springer finance
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1
Robust calibration and
arbitrage
-free interpolation of SSVI slices
Corbetta, Jacopo
;
Cohort, Pierre
;
Laachir, Ismail
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012127308
Saved in:
2
Model-free stochastic collocation for an
arbitrage
-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
3
Arbitrage
in stationary markets
Evstigneev, Igor V.
;
Kapoor, Dhruv
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003835751
Saved in:
4
A note on
arbitrage
in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
5
Arbitrage
pricing theory and risk-neutral measures
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003095205
Saved in:
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