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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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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
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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
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No-arbitrage principle in conic finance
Vazifedan, Mehdi; Zhu, Qiji Jim - In: Risks : open access journal 8 (2020) 2/66, pp. 1-34
In a one price economy, the Fundamental Theorem of Asset Pricing (FTAP) establishes that no-arbitrage is equivalent to … the hyperplane that separates the attainable gain subspace and the convex cone representing arbitrage opportunities … anymore. We use convex optimization, and the conic property of this region to characterize the "no-arbitrage" principle in …
Persistent link: https://www.econbiz.de/10012293018
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The handbook of pairs trading : strategies using equities, options, and futures
Ehrman, Douglas S. - 2006
Persistent link: https://www.econbiz.de/10002913465
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Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando; Perez-Ostafe, Lavinia - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
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Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo; Webb, Alexander - In: The journal of futures markets 42 (2022) 3, pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
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Arbitrageur behavior in sentiment-driven asset-pricing
Kilic, Erdem; Göksel, Oğuzhan - In: Annals of financial economics 16 (2021) 3, pp. 1-37
Persistent link: https://www.econbiz.de/10013185459
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An elementary exposition of the no strong arbitrage principle for financial markets
Becker, Robert Allen - 2017
Persistent link: https://www.econbiz.de/10011688412
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Sources of financial synchronism : arbitrage theory and the promise of risk-free profit
Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40
traced back to certain developments in economic theory since the so-called "marginalist revolution", which enabled the …
Persistent link: https://www.econbiz.de/10012034585