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Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872174
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An elementary exposition of the no strong arbitrage principle for financial markets
Becker, Robert Allen - 2017
Persistent link: https://www.econbiz.de/10011688412
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Schätzung von Zinsstrukturen für den SFr.-Kapitalmarkt unter Berücksichtigung von Friktionen
Tobler, Jürg - 1996
Persistent link: https://www.econbiz.de/10013418022
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An arbitrage perspective of the purpose and structure of financial markets
Dubil, Robert - 2008
Persistent link: https://www.econbiz.de/10003763467
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Limited arbitrage between equity and credit markets
Kapadia, Nikunj; Pu, Xiaoling - In: Journal of financial economics 105 (2012) 3, pp. 565-580
Persistent link: https://www.econbiz.de/10009666810
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No-arbitrage bounds for financial scenarios
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: European journal of operational research : EJOR 236 (2014) 2, pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
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Short-run arbitrage in crisis markets : experimental evidence
Sonsino, Doron; Shavit, Tal - In: Annals of financial economics 9 (2014) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10010489148
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Survival, Arbitrage, and Equilibrium with Financial Derivatives in Constrained Asset Markets
Hahn, Guangsug - 2012
Survival conditions ensure the presence of consumptions that cost less than the total contingent income of agents in general equilibrium models. These conditions are generally fulfilled in competitive equilibrium. This paper shows the existence of equilibrium for incomplete-market economies...
Persistent link: https://www.econbiz.de/10013097342
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Arbitrage Crashes : Slow-Moving Capital or Market Segmentation?
Dick-Nielsen, Jens - 2020
Slow-moving capital cannot fully explain the 2005 and 2008 arbitrage crashes in theconvertible bond market. Faced with …
Persistent link: https://www.econbiz.de/10012856844
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Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio; Runggaldier, Wolfgang J. - In: Journal of mathematical economics 92 (2021), pp. 66-80
Persistent link: https://www.econbiz.de/10012654141