//--> //--> //--> //-->
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:"Journal of mathematical finance"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Arbitrage
6
Option pricing theory
5
Optionspreistheorie
5
Derivat
4
Derivative
4
Arbitrage Pricing
3
Arbitrage pricing
3
Martingal
3
Martingale
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Arbitrage-Free Price
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Geometric Brownian Motion
2
Hedging
2
Optimal Stopping
2
Parabolic Free Boundary Problem
2
Portfolio selection
2
Portfolio-Management
2
Yield curve
2
Zinsstruktur
2
American Binary Option
1
Anleihe
1
Arbitrage-Free
1
Arbitrage-Free Pricing Theory
1
Asset Allocation
1
Barrier Option
1
Bichteler-Dellaccherie Theorem
1
Binary Option
1
Bond
1
Bond Portfolios
1
British Binary Option
1
Börsenkurs
1
Closed-Form Solution
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Gao, Min
2
Drakos, Stefanos
1
Huang, Helen H.
1
Imai, Takahiro
1
Kettler, Paul C.
1
Liang, Zhian
1
Lin, Peter C. L.
1
Lungu, E. M.
1
Mao, Junjun
1
Mao, Zhijuan
1
Menoukeu-Pamen, Olivier
1
Nakagawa, Kei
1
Offen, E. R.
1
Proske, Frank
1
Pucci, Mario
1
Samura, Sallieu Kabay
1
Wang, Gang
1
Wei, Zhenfeng
1
Yao, Dengbao
1
Zhang, Shunming
1
more ...
less ...
Published in...
All
Journal of mathematical finance
The journal of world investment & trade : law, economics, politics
225
Journal of international economic law
123
Journal of world trade : law, economic policy, public policy
106
Appellate Body Reports
79
Journal of financial economics
71
NBER working paper series
65
MPRA Paper
63
The journal of futures markets
62
Working paper / National Bureau of Economic Research, Inc.
59
Journal of banking & finance
57
Finance and stochastics
55
Discussion paper / Centre for Economic Policy Research
52
NBER Working Paper
52
ICC publication
47
CEPR Discussion Papers
46
International journal of theoretical and applied finance
46
World trade review : economics, law, international institutions
46
Finance and Stochastics
45
The journal of finance : the journal of the American Finance Association
43
Economics Papers from University Paris Dauphine
41
Post-Print / HAL
39
Working Paper
39
Journal of mathematical economics
38
Discussion papers / CEPR
37
Mathematical finance : an international journal of mathematics, statistics and financial theory
37
The review of financial studies
37
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
35
IMF Working Papers
32
Pacific-Basin finance journal
32
Finance research letters
30
International review of financial analysis
30
Research paper series / Swiss Finance Institute
30
Journal of empirical finance
29
Working paper
28
Documents de travail du Centre d'Economie de la Sorbonne
25
Mathematics and financial economics
25
Annals of finance
24
European yearbook of international economic law
24
Journal of financial markets
24
CESifo working papers
23
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The fundamental theorem of asset princing with either frictionless or frictional security markets
Huang, Helen H.
;
Zhang, Shunming
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 123-134
Persistent link: https://www.econbiz.de/10010380905
Saved in:
2
Arbitrage
-free Gaussian affine term structure model with observable factors
Wang, Gang
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 142-152
Persistent link: https://www.econbiz.de/10011398757
Saved in:
3
Semimartingale property and its connections to
arbitrage
Samura, Sallieu Kabay
;
Mao, Junjun
;
Yao, Dengbao
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10010239605
Saved in:
4
Statistical
arbitrage
strategy in multi-asset market using time series analysis
Imai, Takahiro
;
Nakagawa, Kei
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
Saved in:
5
Statistical
arbitrage
in S & P 500
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 166-177
Persistent link: https://www.econbiz.de/10011543848
Saved in:
6
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
7
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
8
Hedging the treasury lock
Pucci, Mario
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 301-324
Persistent link: https://www.econbiz.de/10012210202
Saved in:
9
Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan
;
Liang, Zhian
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
Saved in:
10
On local times : application to pricing using bid-ask
Kettler, Paul C.
;
Menoukeu-Pamen, Olivier
;
Proske, Frank
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 84-94
Persistent link: https://www.econbiz.de/10010380910
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->