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61
The
arbitrage
pricing
theory
: a geometric interpretation
Gilles, Christian
;
LeRoy, Stephen F.
-
1990
Persistent link: https://www.econbiz.de/10000809337
Saved in:
62
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
63
Interest rate
arbitrage
with differential
arbitrage
opportunities
Natsis, Trifon
-
1992
Persistent link: https://www.econbiz.de/10000140355
Saved in:
64
Arbitrage
and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Zhuo, Jin
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
65
Arbitrage
in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
Saved in:
66
Universal
arbitrage
aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
67
Arbitrage
without borrowing or short selling?
Pakkanen, Mikko S.
;
Lukkarinen, Jani
-
2016
Persistent link: https://www.econbiz.de/10011474727
Saved in:
68
Arbitrage
free dispersion
Orlowski, Piotr
;
Sali, Andras
;
Trojani, Fabio
-
2018
-
This version: August 10, 2018
We develop a
theory
of
arbitrage
-free dispersion (AFD) that characterizes the testable restrictions of asset pricing …
Persistent link: https://www.econbiz.de/10012003245
Saved in:
69
Arbitrage
conditions for electricity markets with production and storage
Kovacevic, Raimund
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 671-696
Persistent link: https://www.econbiz.de/10012126683
Saved in:
70
Pointwise
arbitrage
pricing
theory
in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
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