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Arbitrage smoothing in fitting...
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151
Latent fundamentals
arbitrage
with a mixed effects factor model
Salem Gonçalves, Andrei
;
Iquiapaza, Robert Aldo
; …
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
3
,
pp. 317-335
Persistent link: https://www.econbiz.de/10009670369
Saved in:
152
Arbitrage
crashes and the speed of capital
Mitchell, Mark
;
Pulvino, Todd
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
Saved in:
153
Arbitrage
in general equilibrium
Varela, Oscar
- In:
Modern economy
3
(
2012
)
4
,
pp. 396-401
Persistent link: https://www.econbiz.de/10009705372
Saved in:
154
Arbitrage
and hedging in a non probabilistic framework
Alvarez, A.
;
Ferrando, S.
;
Olivares, P.
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009708981
Saved in:
155
Hedging under
arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
156
Inter-market
arbitrage
in betting
Franck, Egon
;
Verbeek, Erwin
;
Nüesch, Stephan
- In:
Economica
80
(
2013
)
318
,
pp. 300-325
Persistent link: https://www.econbiz.de/10009760606
Saved in:
157
Semimartingale property and its connections to
arbitrage
Samura, Sallieu Kabay
;
Mao, Junjun
;
Yao, Dengbao
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10010239605
Saved in:
158
Arbitrage
risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
159
Optimal initiation of a GLWB in a variable annuity : no
arbitrage
approach
Huang, H.
;
Milevsky, Moshe Arye
;
Salisbury, T. S.
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 102-111
Persistent link: https://www.econbiz.de/10010385020
Saved in:
160
Absence of
arbitrage
in a general framework
Sayit, Hasanjan
- In:
Annals of finance
9
(
2013
)
4
,
pp. 611-624
Persistent link: https://www.econbiz.de/10010196595
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