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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Yield curve"
~subject:"fundamental theorem of asset pricing"
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Yield curve
fundamental theorem of asset pricing
Theorie
32
Theory
32
Arbitrage
29
CAPM
13
Portfolio selection
10
Portfolio-Management
10
Arbitrage Pricing
9
Arbitrage pricing
9
Option pricing theory
7
Optionspreistheorie
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6
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Derivat
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Transaktionskosten
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Kardaras, Constantinos
2
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Cialenco, Igor
1
Davis, Mark H. A.
1
Goldammer, Verena
1
Gouriéroux, Christian
1
Herdegen, Martin
1
Jarrow, Robert A.
1
Madan, Dilip B.
1
Monfort, Alain
1
Nutz, Marcel
1
Obłój, Jan
1
Platen, Eckhard
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
12
International journal of theoretical and applied finance
7
Finance and stochastics
6
Journal of financial economics
6
NBER working paper series
6
Journal of banking & finance
5
NBER Working Paper
5
Documents de travail / Banque de France
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Review of finance : journal of the European Finance Association
4
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4
Discussion paper / LSE Financial Markets Group
3
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3
Journal of econometrics
3
Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Review of derivatives research
3
Risks : open access journal
3
The journal of computational finance
3
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2
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Asia-Pacific financial markets
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Finance research letters
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Financial Management Association survey and synthesis series
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Harvard Business School Finance Case
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
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Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics and financial economics
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
2
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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
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:
3
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:
4
No-
arbitrage
in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
5
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
6
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
7
Domain restrictions on interest rates implied by no
arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
8
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
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