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~subject:"Derivative"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Arbitrage pricing model"
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Derivative
United States
Arbitrage Pricing
548
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548
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323
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165
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126
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ECONIS (ZBW)
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1
Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo
;
Webb, Alexander
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
Saved in:
2
Arbitrage portfolios
Kim, Soohun
;
Korajczyk, Robert A.
;
Neuhierl, Andreas
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2813-2856
Persistent link: https://www.econbiz.de/10012546317
Saved in:
3
Dynamics of arbitrage
Ederington, Louis H.
;
Fernando, Chitru S.
;
Holland, …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Saved in:
4
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
5
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
6
Vermögensillusion : Preis-Wert-Verhältnis (P/W), Blasen und das unterschätze Risiko von Kapitalanlagen im Niedrig-Zins-Umfeld
Gleißner, Werner
- In:
Corporate finance : Finanzierung, Kapitalmarkt, …
10
(
2019
)
7/8
,
pp. 223-233
Persistent link: https://www.econbiz.de/10012039563
Saved in:
7
Notes on bonds : illiquidity feedback during the financial crisis
Musto, David K.
;
Nini, Gregory P.
;
Schwarz, Krista
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 2983-3018
Persistent link: https://www.econbiz.de/10012002006
Saved in:
8
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Saved in:
9
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
10
Limits-to-arbitrage, investment frictions, and innovation anomalies
Chan, Konan
;
Lin, Yueh-hsiang
;
Yanzhi, Wang
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011800610
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