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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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The existence of equilibrium in a financial market with transaction costs
Jin, Xing (contributor); Milne, Frank (contributor) - 1999
Persistent link: https://www.econbiz.de/10003780915
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On the generalized brownian motion and its applications in finance
Høg, Esben (contributor); Frederiksen, Per (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003781314
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A note on arbitrage in term structure
Rásonyi, Miklós - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
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Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup - In: Annals of finance 5 (2009) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
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Excess returns and the distinguished player paradox
Blonski, Matthias (contributor);  … - 2008
distinguished player if he also can trade shares of the firm on a market. Arbitrage-free asset pricing theory suggests that the …
Persistent link: https://www.econbiz.de/10003776197
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Sovereign fixed-income arbitrage
Maltby, John - In: Market neutral strategies, (pp. 59-84). 2005
Persistent link: https://www.econbiz.de/10002506272
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Arbitrage international commercial
Sanders, Pieter (ed.) - 1956
Persistent link: https://www.econbiz.de/10000105633
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Mathematizing risk: models, arbitrage and crises
MacKenzie, Donald - In: Organizational encounters with risk, (pp. 167-189). 2005
Persistent link: https://www.econbiz.de/10003324724
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Risk in dynamic arbitrage: price effects of convergence trading
Kondor, Péter (contributor) - 2006
Persistent link: https://www.econbiz.de/10003352906