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Search: subject:"No-Arbitrage"
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Subject
All
Theorie
72
Theory
68
no-arbitrage
54
Zinsstruktur
53
Yield curve
50
Optionspreistheorie
36
Arbitrage
35
CAPM
35
Option pricing theory
35
no arbitrage
31
No arbitrage
27
No-arbitrage
26
Volatilität
26
Volatility
25
Arbitrage Pricing
23
Arbitrage pricing
19
Stochastic process
19
Stochastischer Prozess
19
Portfolio-Management
17
Risk premium
17
No-Arbitrage
16
Portfolio selection
16
Risikoprämie
16
no-arbitrage condition
16
Risk
15
Estimation
14
Schätzung
14
Interest rate
13
Risiko
13
Zins
13
Kapitaleinkommen
12
Capital income
11
Decision under uncertainty
11
Derivat
11
Derivative
11
Entscheidung unter Unsicherheit
11
No-arbitrage condition
11
Term structure
11
Martingale
10
Option trading
10
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Online availability
All
Free
157
Undetermined
99
Type of publication
All
Article
160
Book / Working Paper
142
Type of publication (narrower categories)
All
Article in journal
98
Aufsatz in Zeitschrift
98
Working Paper
55
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Article
11
Hochschulschrift
2
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Thesis
1
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English
190
Undetermined
108
Spanish
3
German
1
Author
All
Van, Cuong Le
13
Fontaine, Patrice
8
Hölzermann, Julian
7
Carriero, Andrea
6
Le Van, Cuong
6
Bauer, Michael D.
5
Bosi, Stefano
5
Geyer, Alois
5
Hanke, Michael
5
Hin, Lin-Yee
5
Weissensteiner, Alex
5
Wickens, Michael R.
5
Yanovski, Boyan
5
Dana, Rose-Anne
4
Elkamhi, Redouane
4
Fengler, Matthias R.
4
Ha-Huy, Thai
4
Jarrow, Robert A.
4
Kan, Raymond
4
Robotti, Cesare
4
Smith, Peter N.
4
Taglioni, Daria
4
Vangelista, Elisabetta
4
Vogt, Bodo
4
Anderton, Robert
3
Bayraktar, Erhan
3
Bianchetti, Marco
3
Blonski, Matthias
3
Chen, Zhiwu
3
Chernov, Mikhail
3
Cohen, Samuel N.
3
Coroneo, Laura
3
Fengler, Matthias
3
Feunou, Bruno
3
Franke, Reiner
3
Gospodinov, Nikolay
3
Hull, John
3
Jeanblanc, Monique
3
Joslin, Scott
3
Le, Anh
3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
HAL
6
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
University of Bonn, Germany
4
Université Paris-Dauphine (Paris IX)
4
Banco de México
3
Development and Policies Research Center (Depocen)
3
EconWPA
3
Society for Computational Economics - SCE
3
Bank of Japan
2
Banque de France
2
C.E.P.R. Discussion Papers
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
European Central Bank
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
School of Economics and Management, University of Aarhus
2
School of Economics and Political Science, Universität St. Gallen
2
Bank for International Settlements (BIS)
1
CESifo
1
California Institute of Technology, Division of the Humanities and Social Sciences
1
Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät
1
Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
Department of Economics and Related Studies, University of York
1
Department of Economics, University of Waterloo
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Dipartimento di Economia, Università degli Studi di Roma 3
1
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Finance Discipline Group, Business School
1
Institute for Monetary and Economic Studies, Bank of Japan
1
London School of Economics (LSE)
1
Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
1
Nationalekonomiska institutionen, Handelshögskolan
1
Royal Economic Society - RES
1
Society for Economic Dynamics - SED
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Stanford Institute for Economic Policy Research (SIEPR), Stanford University
1
Turun Kauppakorkeakoulu, Turun Yliopisto
1
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Published in...
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MPRA Paper
9
Working Paper
6
Finance and Stochastics
5
Mathematics and financial economics
5
Risks : open access journal
5
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Bonn Econ Discussion Papers
4
Finance and stochastics
4
Finance research letters
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Post-Print / HAL
4
Research paper series / Swiss Finance Institute
4
Risks
4
Working Papers
4
Center for Mathematical Economics Working Papers
3
Economics Papers from University Paris Dauphine
3
Journal of mathematical economics
3
Management Science
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Swiss Finance Institute Research Paper
3
The journal of computational finance
3
Working Papers / Banco de México
3
Working Papers / Development and Policies Research Center (Depocen)
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Applied Mathematical Finance
2
Applied mathematical finance
2
Bank of Japan Working Paper Series
2
CEPR Discussion Papers
2
CIRANO Working Papers
2
CREATES Research Papers
2
Computational economics
2
Computing in Economics and Finance 2006
2
Discussion Paper Serie B
2
Documents de travail du Centre d'Economie de la Sorbonne
2
ECB Working Paper
2
ESI working papers
2
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
2
Economics letters
2
European journal of operational research : EJOR
2
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Source
All
RePEc
133
ECONIS (ZBW)
132
EconStor
37
Showing
1
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10
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302
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1
Inflation (de-)anchoring in the euro area
Burban, Valentin
;
De Backer, Bruno
;
Vladu, Andreea L.
-
2024
inflation objective of the European Central Bank (ECB). A
no-arbitrage
term structure model that allows for a time-varying long …
Persistent link: https://www.econbiz.de/10015069885
Saved in:
2
A pricing formula for delayed claims : appreciating the past to value the future
Biffis, Enrico
;
Goldys, Beniamin
;
Prosdocimi, Cecilia
; …
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 175-202
Persistent link: https://www.econbiz.de/10014328919
Saved in:
3
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
4
Implied volatility smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
5
On a robust estimation of option-implied interest rates and dividend yields
Kamau, Muoria
;
Mwaniki, Ivivi Joseph
- In:
Cogent Economics & Finance
11
(
2023
)
2
,
pp. 1-20
In this paper, a simple
no-arbitrage
methodology to estimate option-implied interest rates and dividend yields …
Persistent link: https://www.econbiz.de/10015074799
Saved in:
6
On a robust estimation of option-implied interest rates and dividend yields
Kamau, Muoria
;
Mwaniki, Ivivi Joseph
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-20
In this paper, a simple
no-arbitrage
methodology to estimate option-implied interest rates and dividend yields …
Persistent link: https://www.econbiz.de/10014501256
Saved in:
7
Contango and Backwardation in Arbitrage-Free Futures-Markets
Rau-Bredow, Hans
-
2022
This paper gives a short recapitulation of the constraints for forward and futures prices under the condition that no risk-free profits can be achieved through arbitrage activities.
Persistent link: https://www.econbiz.de/10012803562
Saved in:
8
Term structure modeling under volatility uncertainty
Hölzermann, Julian
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
Saved in:
9
Perishable goods versus re-tradable assets : a theoretical reappraisal of a fundamental dichotomy
Inoua, Sabiou M.
;
Smith, Vernon L.
-
2022
Persistent link: https://www.econbiz.de/10013256970
Saved in:
10
The
no-arbitrage
hypothesis and inertia in forward markets
Ferreira García, José Luis
;
Kujal, Praveen
;
Rassenti, …
-
2022
Persistent link: https://www.econbiz.de/10013256972
Saved in:
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