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Foreign exchange markets with Last Look
Cartea, Álvaro; Jaimungal, Sebastian; Walton, Jamie - In: Mathematics and financial economics 13 (2019) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
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Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
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Safety-first portfolio selection
Chiu, Wan-Yi - In: Mathematics and financial economics 15 (2021) 3, pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
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Asymptotic asset pricing and bubbles
Roch, Alexandre - In: Mathematics and financial economics 12 (2018) 2, pp. 275-304
Persistent link: https://www.econbiz.de/10011963853
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Arbitrage and the tax code
Gallmeyer, Michael F.; Srivastava, Sanjay - In: Mathematics and financial economics 4 (2011) 3, pp. 183-221
Persistent link: https://www.econbiz.de/10009152824
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A limit order book model for latency arbitrage
Cohen, Samuel N.; Szpruch, Lukasz - In: Mathematics and financial economics 6 (2012) 3, pp. 211-227
Persistent link: https://www.econbiz.de/10009624627
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Arbitrage and hedging in a non probabilistic framework
Alvarez, A.; Ferrando, S.; Olivares, P. - In: Mathematics and financial economics 7 (2013) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009708981
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Walrasian foundations for equilibria in segmented markets
Rahi, Rohit; Zigrand, Jean-Pierre - In: Mathematics and financial economics 8 (2014) 3, pp. 249-264
Persistent link: https://www.econbiz.de/10010365566
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Strong asymptotic arbitrage in the large fractional binary market
Cordero, Fernando; Perez-Ostafe, Lavinia - In: Mathematics and financial economics 10 (2016) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
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A financial market with singular drift and no arbitrage
Agram, Nacira; Øksendal, Bernt K. - In: Mathematics and financial economics 15 (2021) 3, pp. 477-500
Persistent link: https://www.econbiz.de/10012586178