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Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo - In: Annals of finance 6 (2010) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
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Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.; Obłój, Jan; Raval, Vimal - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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A note on the condition of no unbounded profit with bounded risk
Takaoka, Koichiro; Schweizer, Martin - In: Finance and stochastics 18 (2014) 2, pp. 393-405
Persistent link: https://www.econbiz.de/10010340680
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Pricing and valuation under the real-world measure
Frahm, Gabriel - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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Model-independent superhedging under portfolio constraints
Fahim, Arash; Huang, Yu-Jui - In: Finance and stochastics 20 (2016) 1, pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
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FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn; Smaga, Martin - In: Finance and stochastics 18 (2014) 4, pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
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Put-call parity and generalized neo-additive pricing rules
Lécuyer, Emy; Lefort, Jean-Philippe - In: Theory and decision : an international journal for … 90 (2021) 3/4, pp. 521-542
Persistent link: https://www.econbiz.de/10012583642
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Supermartingale deflators in the absence of a numéraire
Harms, Philipp; Liu, Chong; Neufeld, Ariel - In: Mathematics and financial economics 15 (2021) 4, pp. 885-915
Persistent link: https://www.econbiz.de/10012616862
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Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin; Khan, Nazem - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
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No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.; Kardaras, Constantinos; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475