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~isPartOf:"International journal of theoretical and applied finance"
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Theorie
51
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Option pricing theory
46
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46
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43
Yield curve
35
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35
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Bouchaud, Jean-Philippe
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Biagini, Francesca
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Cordero, Fernando
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Meyer-Brandis, Thilo
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Michielon, Matteo
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Perez-Ostafe, Lavinia
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Račev, Svetlozar T.
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Rebonato, Riccardo
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Rutkowski, Marek
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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International journal of theoretical and applied finance
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
Journal of banking & finance
109
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98
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69
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63
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60
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58
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57
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54
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53
Finance research letters
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42
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Swiss Finance Institute Research Paper
41
International review of economics & finance : IREF
39
Journal of empirical finance
39
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39
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1
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
2
A finite-dimensional HJM model : how important is
arbitrage
-free evolution?
Devin, Siobhán
;
Hanzon, Bernard
;
Ribarits, Thomas
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
Saved in:
3
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:
4
In-arrears term structure products : no
arbitrage
pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
5
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:
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
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:
8
Weak and strong no-
arbitrage
conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
9
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
10
Deterministic criteria for the absence and existence of
arbitrage
in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
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