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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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A benchmark model for financial markets
Platen, Eckhard - 2001
to be locally arbitrage free, however, it still permits some form of arbitrage. Finally, a subclass of arbitrage free … portfolio ; arbitrage amount …
Persistent link: https://www.econbiz.de/10009614289
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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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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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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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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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Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
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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