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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
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
Managing dynamic epidemiological risks through trade
Horan, Richard D.
;
Fenichel, Eli P.
;
Finnoff, David
; …
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 192-207
Persistent link: https://www.econbiz.de/10011526959
Saved in:
8
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:
9
Statistical
arbitrage
and risk contagion
Gao, Xing
;
Ladley, Dan
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543138
Saved in:
10
Sharks in the dark : quantifying HFT dark pool latency
arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532187
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