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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of mathematical economics"
~subject:"Arbitrage pricing"
~subject:"Martingale"
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Arbitrage pricing
Martingale
Theorie
52
Theory
52
Arbitrage Pricing
46
Arbitrage
35
Option pricing theory
18
Optionspreistheorie
18
CAPM
17
Derivat
11
Derivative
11
Portfolio selection
11
Portfolio-Management
11
Transaction costs
10
Transaktionskosten
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Stochastic process
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Stochastischer Prozess
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Volatilität
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Allgemeines Gleichgewicht
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Incomplete market
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Börsenkurs
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Equilibrium theory
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Gleichgewichtstheorie
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Share price
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Yield curve
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Zinsstruktur
5
arbitrage
5
transaction costs
4
Arbitrage pricing theory
3
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49
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Le Van, Cuong
4
Napp, Clotilde
4
Jouini, Elyès
3
Page, Frank H.
3
Cordero, Fernando
2
Fontana, Claudio
2
Herings, Peter Jean-Jacques
2
Jarrow, Robert A.
2
Perez-Ostafe, Lavinia
2
Wooders, Myrna Holtz
2
Allaj, Erindi
1
Allouch, Nizar
1
Araújo, Aloisio Pessoa de
1
Astic, Fabian
1
Aurell, Erik
1
Avellaneda, Marco
1
Ba Minh, Nguyen
1
Balbás de la Corte, Alejandro
1
Barbachan, José Santiago Fajardo
1
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1
Bekker, Paul A.
1
Bielecki, Tomasz R.
1
Boisdeffre, Lionel de
1
Bouwman, Kees E.
1
Cassese, Gianluca
1
Chen, An
1
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1
Cialenco, Igor
1
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1
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1
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1
Dana, Rose-Anne
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1
Frahm, Gabriel
1
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1
Ha-Huy, Thai
1
Ha-huy, Thai
1
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International journal of theoretical and applied finance
Journal of mathematical economics
Finance and stochastics
43
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Annals of finance
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper / National Bureau of Economic Research, Inc.
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Mathematics and financial economics
12
Research paper series / Swiss Finance Institute
12
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Economics letters
10
Swiss Finance Institute Research Paper
10
Gabler Edition Wissenschaft
7
Journal of economic theory
7
The journal of computational finance
7
Applied mathematical finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of economic dynamics & control
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Discussion papers / CEPR
5
Finance research letters
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Journal of mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Warwick economic research papers
5
Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
4
International review of financial analysis
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Arbitrage
concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
2
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
3
Arbitrage
and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai
;
Le Van, Cuong
;
Tran-Viet, Cuong
- In:
Journal of mathematical economics
76
(
2018
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012105400
Saved in:
4
Arbitrage
pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
5
Deterministic criteria for the absence and existence of
arbitrage
in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
Saved in:
6
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
7
Asymptotic
arbitrage
in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
8
Weak and strong no-
arbitrage
conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
9
Critical transaction costs and 1-step asymptotic
arbitrage
in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
10
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
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