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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
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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
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On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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No arbitrage in discrete time under portfolio constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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Hedging under arbitrage
Ruf, Johannes - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
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Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
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Robust fundamental theorem for continuous processes
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; … - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
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On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice; Svindland, Gregor - In: Mathematical finance : an international journal of … 24 (2014) 1, pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
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Pricing by arbitrage under arbitrary information
Babbs, Simon H. - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 163-168
Persistent link: https://www.econbiz.de/10001242836
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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