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No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
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No-arbitrage under a class of honest times
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
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Market frictions and the pricing of sovereign credit default swaps
Rubia, Antonio; Sanchis-Marco, Lidia; Serrano, Pedro - In: Journal of international money and finance 60 (2016), pp. 223-252
Persistent link: https://www.econbiz.de/10011660873
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A Theory of Slow-Moving Capital and Contagion
Acharya, Viral V; Shin, Hyun Song; Yorulmazer, Tanju - C.E.P.R. Discussion Papers - 2009
making investments today and waiting for arbitrage opportunities in future is the combination of occasional fire sales and … fire sales in other types that are fundamentally unrelated, provided arbitrage activity in these investments is sourced …
Persistent link: https://www.econbiz.de/10004980209
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Poverty lines as context deflators : a method to account for regional diversity with application to the Democratic Republic of Congo
Marivoet, Wim; Herdt, Tom de - In: The review of income and wealth : journal of the … 61 (2015) 2, pp. 329-352
Persistent link: https://www.econbiz.de/10011427645
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Deflating profitability
Ball, Ray; Gerakos, Joseph; Linnainmaa, Juhani; … - In: Journal of financial economics 117 (2015) 2, pp. 225-248
Persistent link: https://www.econbiz.de/10011479890
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Trading strategies generated by Lyapunov functions
Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
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Hicksian separability does not hold over space: Implications for the design of household surveys and price questionnaires
Gibson, John; Kim, Bonggeun - In: Journal of Development Economics 114 (2015) C, pp. 34-40
countries and when constructing temporal and spatial deflators. Methods of estimating demand systems from household survey data …
Persistent link: https://www.econbiz.de/10011209889
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and Stochastics 16 (2012) 2, pp. 275-291
Persistent link: https://www.econbiz.de/10010539358
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Note---Price Indexes to Calculate Real R&D Expenditures
Brockhoff, Klaus - In: Management Science 34 (1988) 1, pp. 131-134
In a recent contribution, Mansfield (Mansfield, Edwin. 1987. Price indexes for R and D inputs, 1969--1983. Management Sci. 33(January) 124--129.) published a R&D deflator for American industrial R&D expenditures. A similar deflator is presented here for German industrial R&D expenditures. It is...
Persistent link: https://www.econbiz.de/10009208992