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~isPartOf:"Journal of economic dynamics & control"
~subject:"Arbitrage pricing"
~subject:"Optionspreistheorie"
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Arbitrage pricing
Optionspreistheorie
Theorie
12
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Journal of economic dynamics & control
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
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14
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12
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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8
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8
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Time-varying
arbitrage
and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
2
Approximate
arbitrage
-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
3
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
4
Financially constrained
arbitrage
in illiquid markets
Attari, Mukarram
;
Mello, António S.
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2793-2822
Persistent link: https://www.econbiz.de/10003395630
Saved in:
5
Effective securities in
arbitrage
-free markets with bid-ask spreads at liquidation: a linear programming characterization
Baccara, Mariagiovanna
;
Battauz, Anna
;
Ortu, Fulvio
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003251151
Saved in:
6
Arbitrage
and universal pricing
Luenberger, David G.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10001668459
Saved in:
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