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~isPartOf:"Quantitative finance"
~subject:"Arbitrage Pricing"
~subject:"Theorie"
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Arbitrage Pricing
Theorie
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Black-Scholes model
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Black-Scholes-Modell
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Arbitrage-free parametrization
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Farinelli, Simone
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Lütkebohmert-Holtz, Eva
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Quantitative finance
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Annals of finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Mathematics and financial economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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Gabler Edition Wissenschaft
7
Journal of economic theory
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Swiss Finance Institute Research Paper
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The journal of computational finance
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Applied mathematical finance
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Journal of economic dynamics & control
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Asia-Pacific financial markets
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CESifo working papers
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance research letters
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International review of economics & finance : IREF
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Journal of econometrics
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Warwick economic research papers
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Discussion paper series / LSE Financial Markets Group
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Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
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International review of financial analysis
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Journal of empirical finance
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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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The Black-Scholes equation in the presence of arbitrage
Farinelli, Simone
;
Takada, Hideyuki
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2155-2170
Persistent link: https://www.econbiz.de/10013490935
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2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Robust statistical arbitrage strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
4
Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
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