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Search: subject:"No-arbitrage"
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Theorie
70
Theory
66
Zinsstruktur
53
no-arbitrage
52
Yield curve
50
Optionspreistheorie
37
Option pricing theory
36
Arbitrage
35
CAPM
35
no arbitrage
31
No arbitrage
27
No-arbitrage
26
Volatilität
26
Volatility
25
Arbitrage Pricing
22
Stochastic process
19
Stochastischer Prozess
19
Arbitrage pricing
18
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
Derivat
11
Derivative
11
No-arbitrage condition
11
Term structure
11
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Martingale
10
Financial market
9
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Free
155
Undetermined
99
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Article
159
Book / Working Paper
141
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Article in journal
98
Aufsatz in Zeitschrift
98
Working Paper
54
Arbeitspapier
28
Graue Literatur
28
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28
Article
10
Hochschulschrift
2
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1
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English
188
Undetermined
108
Spanish
3
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1
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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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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
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RePEc
133
ECONIS (ZBW)
131
EconStor
36
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31
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31
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
32
Special repo rates and the cross-section of bond prices : the role of the special collateral risk premium*
D'Amico, Stefania
;
Pancost, N. Aaron
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
1
,
pp. 117-162
Persistent link: https://www.econbiz.de/10012878874
Saved in:
33
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
34
Pathwise superhedging under proportional transaction costs
Kim, Mun-Chol
;
Ryom, Song-Chol
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 713-747
Persistent link: https://www.econbiz.de/10013438880
Saved in:
35
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
36
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
37
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
38
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
39
Robust international portfolio optimization with worst‐case mean‐CVaR
Luan, Fei
;
Zhang, Weiguo
;
Liu, Yongjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 877-890
Persistent link: https://www.econbiz.de/10013364039
Saved in:
40
What economic modelling hypotheses should underlie regulation & policy advice? : towards a probabilistic approach
Cingolani, Massimo
- In:
Forum for social economics
51
(
2022
)
3
,
pp. 253-284
Persistent link: https://www.econbiz.de/10013350307
Saved in:
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