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~person:"Cassese, Gianluca"
~person:"Kondor, Péter"
~person:"Pagano, Marco"
~person:"Platen, Eckhard"
~subject:"Simulation"
~subject:"Theory"
~type_genre:"Working Paper"
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Search: subject_exact:"Arbitrage pricing theory"
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Arbitrage Pricing
25
Arbitrage pricing
25
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8
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8
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6
Risikoprämie
6
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6
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advertising
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limited attention
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limits to arbitrage
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price discovery
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Dynamische Wirtschaftstheorie
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Cassese, Gianluca
Kondor, Péter
Pagano, Marco
Platen, Eckhard
Rudebusch, Glenn D.
9
Christensen, Jens H. E.
7
Diebold, Francis X.
7
Vayanos, Dimitri
7
Le Van, Cuong
6
Herings, Peter Jean-Jacques
5
Gromb, Denis
4
Khan, Ali
4
Polemarchakis, Heraklis M.
4
Schönbucher, Philipp J.
4
Sun, Yeneng
4
Jin, Xing
3
Milne, Frank
3
Nietert, Bernhard
3
Page, Frank H.
3
Schoenmakers, John
3
Wilhelm, Jochen
3
Apreda, Rodolfo
2
Beißner, Patrick
2
Björk, Tomas
2
Chiarella, Carl
2
Coffey, Brian
2
Dana, Rose-Anne
2
Evstigneev, Igor V.
2
Gilles, Christian
2
Gouriéroux, Christian
2
Hens, Thorsten
2
Hunt, Philip A.
2
Jaschke, Stefan R.
2
LeRoy, Stephen F.
2
Leitner, Johannes
2
Malamud, Semyon
2
Nguyen, Manh-hung
2
Pelsser, Antoon André Jean
2
Pesaran, M. Hashem
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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3
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1
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Discussion paper / LSE Financial Markets Group
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MNB working papers
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ECONIS (ZBW)
18
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1
Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter
;
Vayanos, Dimitri
-
2014
Persistent link: https://www.econbiz.de/10010345651
Saved in:
2
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
3
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
4
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
5
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
6
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
7
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
Saved in:
8
Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter
;
Vayanos, Dimitri
-
2014
Persistent link: https://www.econbiz.de/10010363538
Saved in:
9
Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter
;
Vayanos, Dimitri
-
2014
Persistent link: https://www.econbiz.de/10010258231
Saved in:
10
Risk in dynamic arbitrage: price effects of convergence trading
Kondor, Péter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003352906
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