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Robust fundamental theorem for continuous processes
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; … - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
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No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
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Asset pricing in an imperfect world
Cassese, Gianluca - In: Economic theory : official journal of the Society for … 64 (2017) 3, pp. 539-570
Persistent link: https://www.econbiz.de/10011740670
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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
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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
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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie Jay; Han, Bing - In: Journal of banking & finance 73 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
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The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10011834005
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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
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No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
Ji, Xiaoyu; Ke, Hua - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 2, pp. 221-234
Persistent link: https://www.econbiz.de/10011805600
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Weak time-derivatives and no arbitrage pricing
Marinacci, Massimo; Severino, Federico - 2017 - This version: December, 2017
Persistent link: https://www.econbiz.de/10011805855