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Negative call prices
Ruf, Johannes - In: Annals of finance 9 (2013) 4, pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
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On a class of diverse market models
Sarantsev, Andrey - In: Annals of finance 10 (2014) 2, pp. 291-314
Persistent link: https://www.econbiz.de/10010350852
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Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław - In: Annals of finance 11 (2015) 3/4, pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
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Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin; Zastawniak, Tomasz - In: Annals of finance 16 (2020) 3, pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
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The no-arbitrage pricing of non-traded assets
Jarrow, Robert A. - In: Annals of finance 19 (2023) 3, pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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Arbitrage opportunities in diverse markets via a non-equivalent measure change
Osterrieder, Jörg R.; Rheinländer, Thorsten - In: Annals of finance 2 (2006) 3, pp. 287-301
Persistent link: https://www.econbiz.de/10003338000
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Generalized volatility-stabilized processes
Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
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Absence of arbitrage in a general framework
Sayit, Hasanjan - In: Annals of finance 9 (2013) 4, pp. 611-624
Persistent link: https://www.econbiz.de/10010196595
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Optimization of relative arbitrage
Wong, Ting-Kam Leonard - In: Annals of finance 11 (2015) 3/4, pp. 345-382
Persistent link: https://www.econbiz.de/10011459074
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Relative asset price bubbles
Falafala, Roseline Bilina; Jarrow, Robert A.; Protter, … - In: Annals of finance 12 (2016) 2, pp. 135-160
Persistent link: https://www.econbiz.de/10011555672