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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Arbitrage pricing"
~subject:"Swap"
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Arbitrage pricing
Swap
Theorie
32
Theory
32
Arbitrage
29
CAPM
13
Portfolio selection
10
Portfolio-Management
10
Arbitrage Pricing
9
Option pricing theory
7
Optionspreistheorie
7
Martingal
6
Martingale
6
Derivat
5
Derivative
5
Probability theory
4
Transaction costs
4
Transaktionskosten
4
Wahrscheinlichkeitsrechnung
4
Yield curve
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Zinsstruktur
4
fundamental theorem of asset pricing
4
Credit risk
3
Hedging
3
Incomplete market
3
Kreditrisiko
3
Unvollkommener Markt
3
counterparty risk
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Börsenkurs
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Credit derivative
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Equilibrium theory
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Gleichgewichtstheorie
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Insolvency
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10
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Acciaio, Beatrice
1
Babbs, Simon H.
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Brigo, Damiano
1
Capponi, Agostino
1
Carassus, Laurence
1
Cialenco, Igor
1
Davis, Mark H. A.
1
Evstigneev, Igor V.
1
Kardaras, Constantinos
1
Nutz, Marcel
1
Obłój, Jan
1
Pallavicini, Andrea
1
Pham, Huyên
1
Raval, Vimal
1
Rodriguez, Rodrigo
1
Ruf, Johannes
1
Schürger, Klaus
1
Selby, Michael J. P.
1
Siorpaes, Pietro
1
Svindland, Gregor
1
Taksar, Michael I.
1
Touzi, Nizar
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
33
International journal of theoretical and applied finance
25
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
14
Annals of finance
12
NBER Working Paper
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Economics letters
11
Discussion paper / Centre for Economic Policy Research
10
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Research paper series / Swiss Finance Institute
9
Gabler Edition Wissenschaft
7
Journal of economic theory
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
Applied mathematical finance
6
Discussion papers / CEPR
6
Finance research letters
6
International review of economics & finance : IREF
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International review of financial analysis
5
Journal of econometrics
5
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Staff reports / Federal Reserve Bank of New York
5
Warwick economic research papers
5
Discussion paper / LSE Financial Markets Group
4
Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
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1
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
2
Do
arbitrage
-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
3
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:
4
Arbitrage
bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
5
On the lower
arbitrage
bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
Saved in:
6
Hedging under
arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
7
On the fundamental theorem of asset pricing : random constraints and bang-bang no-
arbitrage
criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
8
No
arbitrage
in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
9
Pricing by
arbitrage
under arbitrary information
Babbs, Simon H.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001242836
Saved in:
10
Arbitrage
-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
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