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~isPartOf:"Journal of mathematical economics"
~subject:"Arbitrage pricing"
~subject:"Martingale"
~subject:"Transaction costs"
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Arbitrage pricing
Martingale
Transaction costs
Theorie
28
Theory
28
Arbitrage Pricing
23
Arbitrage
16
Allgemeines Gleichgewicht
7
General equilibrium
7
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6
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5
Equilibrium theory
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Price convergence
2
Rational expectations
2
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26
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Jouini, Elyès
5
Le Van, Cuong
4
Napp, Clotilde
4
Page, Frank H.
3
Herings, Peter Jean-Jacques
2
Wooders, Myrna Holtz
2
Allouch, Nizar
1
Araújo, Aloisio Pessoa de
1
Astic, Fabian
1
Ba Minh, Nguyen
1
Balbás de la Corte, Alejandro
1
Barbachan, José Santiago Fajardo
1
Başak, Suleyman
1
Boisdeffre, Lionel de
1
Carassus, Laurence
1
Clark, Stephen A.
1
Cornet, Bernard
1
Croitoru, Benjamin
1
Dana, Rose-Anne
1
Fontana, Claudio
1
Ha-Huy, Thai
1
Ha-huy, Thai
1
Hens, Thorsten
1
Kabanov, Jurij M.
1
Kallal, Hédi D.
1
Koutsougeras, Leonidas C.
1
Mirás, Miguel Ángel
1
Monteiro, Paulo Klinger
1
Muñoz-Bouzo, María José
1
Najjar, Nabil I. al-
1
Nguyen, Manh-hung
1
Polemarchakis, Heraklis M.
1
Predtetchinskii, Arkadi
1
Páscoa, Mário Rui
1
Runggaldier, Wolfgang J.
1
Schachermayer, Walter
1
Stricker, Ch.
1
Touzi, Nizar
1
Tran-Viet, Cuong
1
Zigrand, Jean-Pierre
1
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Journal of mathematical economics
Finance and stochastics
46
International journal of theoretical and applied finance
25
Journal of financial economics
24
Journal of banking & finance
18
NBER working paper series
17
Annals of finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Mathematics and financial economics
14
Working paper / National Bureau of Economic Research, Inc.
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
NBER Working Paper
12
Research paper series / Swiss Finance Institute
12
Discussion paper / Centre for Economic Policy Research
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Economics letters
10
Swiss Finance Institute Research Paper
10
Journal of economic theory
9
Finance and Stochastics
8
The journal of futures markets
8
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
7
The journal of computational finance
7
Applied mathematical finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion papers / CEPR
6
Economics Papers from University Paris Dauphine
6
Journal of international financial markets, institutions & money
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Journal of econometrics
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The journal of finance : the journal of the American Finance Association
5
Warwick economic research papers
5
American journal of agricultural economics
4
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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
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:
3
No unbounded
arbitrage
, weak no market
arbitrage
and no
arbitrage
price system conditions : equivalent conditions
Nguyen, Manh-hung
;
Ha-huy, Thai
- In:
Journal of mathematical economics
46
(
2010
)
1
,
pp. 128-131
Persistent link: https://www.econbiz.de/10003948410
Saved in:
4
Limits to
arbitrage
when market participation is restricted
Hens, Thorsten
;
Herings, Peter Jean-Jacques
; …
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 556-564
Persistent link: https://www.econbiz.de/10003376540
Saved in:
5
No
arbitrage
conditions and liquidity
Astic, Fabian
;
Touzi, Nizar
- In:
Journal of mathematical economics
43
(
2007
)
6
,
pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
Saved in:
6
No-
arbitrage
condition and existence of equilibrium with dividends
Le Van, Cuong
;
Ba Minh, Nguyen
- In:
Journal of mathematical economics
43
(
2007
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10003463109
Saved in:
7
Endogenous collateral
Araújo, Aloisio Pessoa de
;
Barbachan, José Santiago …
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 439-462
Persistent link: https://www.econbiz.de/10002922620
Saved in:
8
Arbitrage
and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
Saved in:
9
A general equilibrium analysis of strategic
arbitrage
Zigrand, Jean-Pierre
- In:
Journal of mathematical economics
40
(
2004
)
8
,
pp. 923-952
Persistent link: https://www.econbiz.de/10002389270
Saved in:
10
The Dalang-Morton-Willinger theorem under cone constraints
Napp, Clotilde
- In:
Journal of mathematical economics
39
(
2003
)
1/2
,
pp. 111-126
Persistent link: https://www.econbiz.de/10001755265
Saved in:
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