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~isPartOf:"International journal of theoretical and applied finance"
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Evolutionary Arbitrage
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Cordero, Fernando
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Perez-Ostafe, Lavinia
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International journal of theoretical and applied finance
Journal of evolutionary economics : JEE
304
Journal of economic behavior & organization : JEBO
125
Games and economic behavior
100
Games
96
Journal of economic theory
94
Journal of bioeconomics
79
Journal of economic issues : jei
79
MPRA Paper
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Dynamic games and applications : DGA
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Industrial and corporate change
71
NBER working paper series
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Discussion paper / Tinbergen Institute
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The journal of futures markets
61
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Working paper / National Bureau of Economic Research, Inc.
58
Journal of financial economics
57
NBER Working Paper
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53
SpringerLink / Bücher
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51
Journal of banking & finance
50
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Economics letters
45
The journal of finance : the journal of the American Finance Association
44
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43
Research paper series / Swiss Finance Institute
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Volkswirtschaftliche Diskussionsreihe
43
Journal of Evolutionary Economics
42
Technological forecasting & social change : an international journal
41
Evolutionary and institutional economics review
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Structural change and economic dynamics : SC+ED
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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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
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:
3
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:
4
Arbitrage
pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
5
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
Saved in:
6
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:
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
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:
9
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:
10
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
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