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Cordero, Fernando
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International journal of theoretical and applied finance
The journal of futures markets
61
Journal of financial economics
48
NBER working paper series
45
Journal of banking & finance
40
The journal of finance : the journal of the American Finance Association
39
Working paper / National Bureau of Economic Research, Inc.
37
The review of financial studies
36
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Finance research letters
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International review of financial analysis
29
Journal of financial markets
27
Pacific-Basin finance journal
27
Finance and Stochastics
26
MPRA Paper
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CEPR Discussion Papers
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Economics Papers from University Paris Dauphine
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Management science : journal of the Institute for Operations Research and the Management Sciences
22
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Journal of empirical finance
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Energy economics
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Quantitative finance
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IMF Working Papers
19
International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Journal of mathematical economics
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Mathematics and financial economics
17
Research paper series / Swiss Finance Institute
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Applied economics
16
Documents de travail du Centre d'Economie de la Sorbonne
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Working paper
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Annals of finance
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Discussion Paper Serie B
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ECONIS (ZBW)
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1
Critical transaction costs and 1-step asymptotic
arbitrage
in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
2
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
3
Pricing-hedging duality for credit default swaps and the negative basis
arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
4
Arbitrage
smoothing in fitting a sequence of yield curves
Bekker, Paul A.
;
Bouwman, Kees E.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
Saved in:
5
The mirage of triangular
arbitrage
in the spot foreign exchange market
Fenn, Daniel J.
;
Howison, Sam
;
McDonald, Mark
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10003946577
Saved in:
6
Asymptotic
arbitrage
in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
7
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
8
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
9
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
10
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
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