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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Transaktionskosten"
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fundamental theorem of asset pricing
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1
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International review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
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15
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6
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6
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4
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1
An analysis of the
arbitrage
efficiency of the Chinese SSE 50ETF options market
Zhang Huiming
;
Watada, Junzo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 474-489
Persistent link: https://www.econbiz.de/10012203267
Saved in:
2
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
3
No marginal
arbitrage
of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
4
No
arbitrage
under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003338701
Saved in:
5
Transaction costs,
arbitrage
, and volatility spillover : a note
Aragó, V.
;
Corredor, Pilar
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
12
(
2003
)
3
,
pp. 399-415
Persistent link: https://www.econbiz.de/10001797311
Saved in:
6
Dynamic
arbitrage
-free asset pricing with proportional transaction costs
Zhang, Shunming
;
Xu, Chunlei
;
Deng, Xiaotie
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 89-97
Persistent link: https://www.econbiz.de/10001686175
Saved in:
7
Arbitrage
, carrying costs, and inflation : a reexamination of market efficiency in treasury bill futures
Lin, James Wuh
- In:
International review of economics & finance : IREF
5
(
1996
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10001208596
Saved in:
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