//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Negative swap spreads and limi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
67
Theory
67
Arbitrage Pricing
33
Arbitrage pricing
33
Option pricing theory
29
Optionspreistheorie
29
Arbitrage
24
Stochastic process
24
Stochastischer Prozess
24
Martingal
19
Martingale
19
Financial economics
18
Kapitalmarkttheorie
18
Portfolio selection
18
Portfolio-Management
18
Interest rate derivative
15
Yield curve
15
Zinsderivat
15
Zinsstruktur
15
CAPM
14
Transaction costs
14
Transaktionskosten
14
Hedging
13
Swap
13
Volatility
12
Volatilität
12
Incomplete market
8
Unvollkommener Markt
8
Derivat
6
Derivative
6
Fundamental theorem of asset pricing
5
Financial market
4
Finanzmarkt
4
Black-Scholes model
3
Black-Scholes-Modell
3
Eigeninteresse
3
Incomplete information
3
Mathematical programming
3
Mathematische Optimierung
3
No arbitrage
3
more ...
less ...
Online availability
All
Undetermined
17
Free
4
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Author
All
Kabanov, Jurij M.
7
Jeanblanc, Monique
4
Björk, Tomas
3
Carr, Peter
3
Fontana, Claudio
3
Musiela, Marek
3
Rutkowski, Marek
3
Rásonyi, Miklós
3
Stricker, Christophe
3
Çetin, Umut
3
Aksamit, Anna
2
Choulli, Tahir
2
Deng, Jun
2
Frittelli, Marco
2
Imkeller, Peter
2
Jamshidian, Farshid
2
Jarrow, Robert A.
2
Jouini, Elyès
2
Karatzas, Ioannis
2
Kardaras, Constantinos
2
Krühner, Paul
2
Lee, Roger
2
Lépinette, Emmanuel
2
Pennanen, Teemu
2
Protter, Philip E.
2
Song, Shiqi
2
Alòs, Elisa
1
Appleby, John A. D.
1
Arduca, Maria
1
Arrouy, Pierre-Edouard
1
Barski, Michał
1
Baudoin, Fabrice
1
Bender, Christian
1
Benth, Fred Espen
1
Berkaoui, Abdelkarem
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Boumezoued, Alexandre
1
Buckner, Dean
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of futures markets
210
Working paper / National Bureau of Economic Research, Inc.
203
IMF Working Papers
196
NBER working paper series
192
NBER Working Paper
141
International journal of theoretical and applied finance
111
Journal of banking & finance
109
Journal of financial economics
104
EB Series
101
Discussion paper / Centre for Economic Policy Research
99
The review of financial studies
98
The journal of finance : the journal of the American Finance Association
95
SpringerLink / Bücher
79
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Policy Research Working Paper Series
63
Research paper series / Swiss Finance Institute
60
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Journal of mathematical economics
57
Journal of financial and quantitative analysis : JFQA
54
The journal of fixed income
53
Finance research letters
51
Discussion papers / CEPR
50
Journal of international financial markets, institutions & money
49
Discussion Paper Series / HWWA Institut für Wirtschaftsforschung
47
Applied mathematical finance
46
Working paper
46
Working Paper
45
Journal of economic dynamics & control
44
Staff Papers / Charles H. Dyson School of Applied Economics and Management, Cornell University
44
MPRA Paper
43
Staff Papers / Department of Agricultural, Food and Resource Economics, Michigan State University
43
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Staff Paper
42
Swiss Finance Institute Research Paper
41
International review of economics & finance : IREF
39
Journal of empirical finance
39
The journal of computational finance
39
The European journal of finance
38
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fragility of
arbitrage
and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
2
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
3
LIBOR and
swap
market models and measures
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
Saved in:
4
No-
arbitrage
in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Saved in:
5
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
6
No-
arbitrage
criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
7
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
Saved in:
8
No
arbitrage
and closure results for trading cones with transaction costs
Jacka, Saul D.
;
Berkaoui, Abdelkarem
;
Warren, Jon
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
Saved in:
9
Universal
arbitrage
aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
10
Asymptotic
arbitrage
with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->