//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~subject:"Arbitrage"
~subject:"Handelsabkommen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Arbitrage"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
Handelsabkommen
Theorie
44
Theory
44
Arbitrage Pricing
33
Arbitrage pricing
33
Martingal
20
Martingale
20
Portfolio selection
16
Portfolio-Management
16
Transaction costs
15
Transaktionskosten
15
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
12
Stochastischer Prozess
12
CAPM
10
Hedging
7
Incomplete market
7
Unvollkommener Markt
7
Yield curve
6
Zinsstruktur
6
Financial economics
5
Kapitalmarkttheorie
5
Fundamental theorem of asset pricing
4
Risiko
4
Risk
4
Consistent price system
3
Deflators
3
Eigeninteresse
3
Incomplete information
3
Mathematical programming
3
Mathematische Optimierung
3
No arbitrage
3
Self-interest
3
Unvollkommene Information
3
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Jeanblanc, Monique
3
Aksamit, Anna
2
Choulli, Tahir
2
Deng, Jun
2
Fontana, Claudio
2
Frittelli, Marco
2
Imkeller, Peter
2
Karatzas, Ioannis
2
Kardaras, Constantinos
2
Lépinette, Emmanuel
2
Song, Shiqi
2
Berkaoui, Abdelkarem
1
Biagini, Sara
1
Buckner, Dean
1
Burzoni, Matteo
1
Cassese, Gianluca
1
Chau, Huy N.
1
Cheridito, Patrick
1
Corcuera, José M.
1
Cosso, Andrea
1
De Vallière, Dimitry
1
Dowd, Kevin
1
Fernholz, Robert
1
Gerhold, Stefan
1
Guasoni, Paolo
1
Hulley, Hardy
1
Jacka, Saul D.
1
Jouini, Elyès
1
Kabanov, Jurij M.
1
Kabanov, Yuri
1
Kim, Donghan
1
Klein, Irene
1
Kohatsu-Higa, Arturo
1
Krühner, Paul
1
Kühn, Christoph
1
Maggis, Marco
1
Molitor, Alexander
1
Molčanov, Il'ja S.
1
Napp, Clotilde
1
Nualart, David
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of futures markets
60
The journal of world investment & trade : law, economics, politics
54
NBER working paper series
46
Journal of financial economics
44
Working paper / National Bureau of Economic Research, Inc.
40
The journal of finance : the journal of the American Finance Association
39
Journal of banking & finance
37
NBER Working Paper
36
The review of financial studies
36
Discussion paper / Centre for Economic Policy Research
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Finance research letters
25
International review of financial analysis
25
Pacific-Basin finance journal
25
Journal of financial markets
21
Energy economics
20
Journal of empirical finance
20
International journal of theoretical and applied finance
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Discussion papers / CEPR
18
Economics Papers from University Paris Dauphine
18
Journal of international financial markets, institutions & money
18
Quantitative finance
18
International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Research paper series / Swiss Finance Institute
17
Working paper
17
Journal of international economic law
16
Journal of mathematical economics
16
Mathematics and financial economics
15
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Working Paper
14
Annals of finance
13
Finance and Stochastics
13
Journal of international money and finance
13
Review of finance : journal of the European Finance Association
13
Discussion paper
12
Journal of world trade : law, economic policy, public policy
12
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage
problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
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:
3
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:
4
Complete and competitive financial markets in a complex world
Cassese, Gianluca
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 659-688
Persistent link: https://www.econbiz.de/10012665198
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Risk
arbitrage
and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
10
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->