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1
Time-varying
arbitrage
and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
2
Arbitrage
and universal pricing
Luenberger, David G.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10001668459
Saved in:
3
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
4
Effective securities in
arbitrage
-free markets with bid-ask spreads at liquidation: a linear programming characterization
Baccara, Mariagiovanna
;
Battauz, Anna
;
Ortu, Fulvio
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003251151
Saved in:
5
Costly
arbitrage
through pairs trading
Lei, Yaoting
;
Xu, Jing
- In:
Journal of economic dynamics & control
56
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011574546
Saved in:
6
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
Saved in:
7
Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
Saved in:
8
Adjustment costs and indeterminacy in perfect foresight models
Georges, Christophre
- In:
Journal of economic dynamics & control
19
(
1995
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10001172968
Saved in:
9
Optimal delta-hedging under transactions costs
Clewlow, Les
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
Saved in:
10
Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
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