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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
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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
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
6
Financially constrained arbitrage in illiquid markets
Attari, Mukarram
;
Mello, António S.
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2793-2822
Persistent link: https://www.econbiz.de/10003395630
Saved in:
7
A
theory
of optimal timing and selectivity
Chacko, George
;
Das, Sanjiv Ranjan
- In:
Journal of economic dynamics & control
23
(
1999
)
7
,
pp. 929-965
Persistent link: https://www.econbiz.de/10001379548
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8
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:
9
Liquidity-constrained employment contracts
Leach, John
- In:
Journal of economic dynamics & control
13
(
1989
)
2
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001061842
Saved in:
10
A preference foundation for log mean-variance criteria in portfolio choice problems
Luenberger, David G.
- In:
Journal of economic dynamics & control
17
(
1993
)
5
,
pp. 887-906
Persistent link: https://www.econbiz.de/10001148482
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