Narrow search
Showing 1 - 10 of 15
Cover Image
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Cover Image
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil - In: Annals of finance 20 (2024) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Cover Image
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
Cover Image
Generalized volatility-stabilized processes
Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
Cover Image
Negative call prices
Ruf, Johannes - In: Annals of finance 9 (2013) 4, pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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