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Search: subject:"no-arbitrage"
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Theorie
75
Theory
71
Arbitrage
60
no-arbitrage
55
Zinsstruktur
51
Arbitrage Pricing
50
Yield curve
48
Arbitrage pricing
46
Optionspreistheorie
39
CAPM
38
Option pricing theory
38
no arbitrage
31
Portfolio-Management
30
Portfolio selection
29
No arbitrage
27
Volatilität
27
No-arbitrage
26
Volatility
26
Risk premium
18
Risikoprämie
17
Risk
17
Stochastic process
17
Stochastischer Prozess
17
No-Arbitrage
16
no-arbitrage condition
16
Interest rate
15
Risiko
15
Zins
15
Option trading
12
Optionsgeschäft
12
Derivat
11
Derivative
11
Estimation
11
Kapitaleinkommen
11
No-arbitrage condition
11
Schätzung
11
Term structure
11
Capital income
10
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
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Free
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99
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Article
160
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143
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98
Aufsatz in Zeitschrift
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56
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29
Graue Literatur
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11
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English
191
Undetermined
108
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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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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)
132
EconStor
38
Showing
1
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10
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303
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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/10015096962
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
10
Financial market disruption and investor awareness : the case of implied volatility skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
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