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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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Arbitrage in skew Brownian motion models
Rossello, Damiano - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 50-56
Persistent link: https://www.econbiz.de/10009501701
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The amendment and empirical test of arbitrage pricing models
Wang, Shaojun; Yang, Xiaoping; Cheng, Juan; Zhang, Yafang; … - In: Journal of applied finance & banking 1 (2011) 1, pp. 163-177
deviation (called basic ariance-profit) of the security j, I is a common factor. This paper considers the impact on the … securities return caused by the skewness and kurtosis of the stock returns distributions, and poses a re-modified the arbitrage … reasonable explanation level for securities pricing. -- arbitrage pricing models ; skewness ; Kurtosis ; empirical analysis …
Persistent link: https://www.econbiz.de/10009241446
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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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Fact and fictions in FX arbitrage processes
Cross, Rod; Kozyakin, Victor - 2014
Persistent link: https://www.econbiz.de/10010348293
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Ratings arbitrage and structured products
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 80-86
Persistent link: https://www.econbiz.de/10009671705
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Rate of arbitrage and reconciled beliefs
Feinberg, Yossi (contributor); Scarsini, Marco (contributor) - In: Economics bulletin : EB (2003)
Persistent link: https://www.econbiz.de/10002490858
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Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Z.; Prisman, Eliezer Zeev - 2000
Persistent link: https://www.econbiz.de/10001484042
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Mispricing and costly arbitrage
Sadka, Ronnie; Scherbina, Anna - In: Journal of investment management : JOIM 8 (2010) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10003966814
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The Kaleckian profit and profit rate and post-WWII U.S. business cycles
Bakir, Erdogan; Campbell, Al - In: Journal of economic issues 56 (2022) 2, pp. 446-454
Persistent link: https://www.econbiz.de/10013539115