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Asymptotic arbitrage and numéraire portfolios in large financial markets

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A note on conditional arbitrage-free maximum entropy densities for simulative option pricing

Herrmann, Klaus - 2009

densities using the principle of maximum entropy. For the case of identically and independently distributed returns, we easily … derivation of option prices. -- Maximum Entropy density ; No Arbitrage Condition …

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Probabilistic aspects of arbitrage

Fernholz, Daniel; Karatzas, Ioannis - In: Contemporary quantitative finance : essays in honour of …, (pp. 1-17). 2010

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Data-driven investigation into anomaly trading strategies : evidence with econometrics

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Balance, growth and diversity of financial markets

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Essays in financial economics

Greenwood, Robin - 2002

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The benefits and risks of virtual bidding in multi-settlement markets

Isemonger, Alan G. - In: The electricity journal 19 (2006) 9, pp. 26-36

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The interrelation of prices, ratings and models in credit default swap and equity markets

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A sufficient condition for synchronization risk and delayed arbitrage

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