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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~subject:"Risiko"
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fundamental theorem of asset pricing
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper series / Swiss Finance Institute
154
NBER working paper series
132
Journal of banking & finance
109
Journal of financial economics
103
Finance research letters
102
Swiss Finance Institute Research Paper
100
Working paper / National Bureau of Economic Research, Inc.
92
NBER Working Paper
79
Journal of empirical finance
76
The review of financial studies
68
Management science : journal of the Institute for Operations Research and the Management Sciences
62
International review of financial analysis
61
The journal of finance : the journal of the American Finance Association
61
International review of economics & finance : IREF
58
International journal of theoretical and applied finance
57
Journal of economic dynamics & control
56
Journal of risk and financial management : JRFM
55
Finance and stochastics
50
Working paper / Centre for Financial Research
50
Quantitative finance
49
Applied economics
44
Annals of finance
41
CESifo working papers
40
The European journal of finance
40
The journal of portfolio management : a publication of Institutional Investor
39
Journal of financial and quantitative analysis : JFQA
38
Risks : open access journal
38
SAFE working paper
38
The journal of asset management
37
SFB 649 discussion paper
35
Working paper
35
Economic modelling
34
Journal of international financial markets, institutions & money
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of investment management : JOIM
32
European journal of operational research : EJOR
31
Journal of mathematical finance
31
Pacific-Basin finance journal
31
Mathematics and financial economics
30
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1
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
2
Arbitrage
bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
3
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
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4
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
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5
Sparse calibrations of contingent claims
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 105-115
Persistent link: https://www.econbiz.de/10003955685
Saved in:
6
The range of traded option prices
Davis, Mark H. A.
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003543093
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7
Positive alphas, abnormal performance, and illusory
arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
8
No marginal
arbitrage
of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
9
Arbitrage
with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
10
Investment and
arbitrage
opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
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