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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Probability theory"
~subject:"Transaktionskosten"
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Search: subject:"Arbitrage"
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Probability theory
Transaktionskosten
Theorie
32
Theory
32
Arbitrage
29
CAPM
13
Portfolio selection
10
Portfolio-Management
10
Arbitrage Pricing
9
Arbitrage pricing
9
Option pricing theory
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Optionspreistheorie
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Martingale
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Derivat
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Derivative
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fundamental theorem of asset pricing
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Delbaen, Freddy
2
Schachermayer, Walter
2
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Cialenco, Igor
1
Deng, Xiaotie
1
Guasoni, Paolo
1
Huu, Adrien Nguyen
1
Lakner, Peter
1
Rodriguez, Rodrigo
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
15
Journal of mathematical economics
6
The journal of futures markets
6
Discussion paper / Tinbergen Institute
4
International journal of theoretical and applied finance
4
Journal of financial economics
4
Mathematics and financial economics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
International review of economics & finance : IREF
3
American journal of agricultural economics
2
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2
Applied economics
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Financial Management Association survey and synthesis series
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Journal of accounting & economics
2
Journal of economic theory
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Research report / Department of Economics, Social Science Centre, The University of Western Ontario
2
Review of futures markets
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Tinbergen Institute Discussion Paper
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1
Applied mathematical finance
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BRC papers on financial derivatives and investment strategies
1
Bank- und finanzwirtschaftliche Forschungen
1
Business Lawyer, 2018
1
China finance review international
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Cowles Foundation Discussion Paper
1
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1
Die Betriebswirtschaft : DBW
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Institute for Economic Research, Queen's University
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
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Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper
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1
Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
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:
2
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:
3
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:
4
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:
5
Arbitrage
and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
Saved in:
6
Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
4
(
1994
)
1
,
pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
Saved in:
7
Martingale measures for a class of right-continuous processes
Lakner, Peter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10001185135
Saved in:
8
Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
Saved in:
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