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Mispricing and costly arbitrage

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Arbitrage in skew Brownian motion models

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Ratings arbitrage and structured products

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No-arbitrage bounds for financial scenarios

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Fact and fictions in FX arbitrage processes

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The amendment and empirical test of arbitrage pricing models

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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 …

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