Similar Search Results

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

Lock! : risk-free arbitrage in the Japanese racetrack betting market

Ashiya, Masahiro - In: Journal of sports economics 16 (2015) 3, pp. 322-330

Persistent link: https://www.econbiz.de/10010515959

Binary markets under transaction costs

Cordero, Fernando; Klein, Irene; Perez-Ostafe, Lavinia - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-27

Persistent link: https://www.econbiz.de/10010437205

No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs

Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701

Persistent link: https://www.econbiz.de/10011350542

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

An elementary exposition of the no strong arbitrage principle for financial markets

Becker, Robert Allen - 2017

Persistent link: https://www.econbiz.de/10011688412

Hedging, arbitrage, and the financialization of commodities markets

Tropeano, Domenica - In: International journal of political economy : a journal … 45 (2016) 3, pp. 241-256

Persistent link: https://www.econbiz.de/10011699731

Analysing cross-currency basis spreads

Baran, Jaroslav; Witzany, Jiří - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 10, pp. 1002-1030

Persistent link: https://www.econbiz.de/10012152949

Pricing-hedging duality for credit default swaps and the negative basis arbitrage

Mai, Jan-Frederik - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-17

Persistent link: https://www.econbiz.de/10012153067

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