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A benchmark approach to investing and pricing
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662367
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Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl; Chege Maina, Samuel; Nikitopoulos, … - 2010
Persistent link: https://www.econbiz.de/10008663092
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A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl; Hsiao, Chih-ying; Ming Xi Huang - 2010
Persistent link: https://www.econbiz.de/10008663098
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Equity lending markets and ownership structure
Saffi, Pedro A. C.; Sturgess, Jason - 2009
Persistent link: https://www.econbiz.de/10003930294
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Local volatility dynamic models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 13 (2009) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
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No arbitrage conditions for simple trading strategies
Bayraktar, Erhan; Sayit, Hasanjan - In: Annals of finance 6 (2010) 1, pp. 147-156
Persistent link: https://www.econbiz.de/10003939576
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To segment or not to segment markets? : a note on the profitability of market segmentation for an international oligopoly
Gallo, Fredrik - 2010
Persistent link: https://www.econbiz.de/10003969273
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Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan - In: The financial review : the official publication of the … 45 (2010) 2, pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
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Benchmarks as limits to arbitrage : understanding the low-volatility anomaly
Baker, Malcolm; Bradley, Brendan; Wurgler, Jeffrey - In: Financial analysts' journal : FAJ 67 (2011) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10008858052
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A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán; Hanzon, Bernard; Ribarits, Thomas - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164