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International journal of theoretical and applied finance
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ECONIS (ZBW)
10
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1
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
2
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
Saved in:
3
Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
Saved in:
4
Who would invest only in the risk-free asset?
Azevedo, N.
;
Pinheiro, D.
;
Xanthopoulos, S. Z.
; …
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923046
Saved in:
5
Generalized BN-S stochastic volatility model for option pricing
SenGupta, Indranil
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011455400
Saved in:
6
Shifting
martingale
measures
and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
7
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
Saved in:
8
Abnormal profit opportunities and the informational advantage of high frequency trading
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
3
(
2013
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010245481
Saved in:
9
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
10
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
Saved in:
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