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1
Robust statistical
arbitrage
strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
2
Arbitrage
bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
3
An elementary exposition of the no strong
arbitrage
principle for financial markets
Becker, Robert Allen
-
2017
Persistent link: https://www.econbiz.de/10011688412
Saved in:
4
Distributionally robust inventory control when demand is a
martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
5
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
6
Consistent Price Systems and
Arbitrage
Opportunities of the Second Kind in Models with Transaction Costs
Lepinette, Emmanuel
-
2012
costs, even satisfying usual no-
arbitrage
properties, may admit
arbitrage
opportunities of the second kind. This means that …
Persistent link: https://www.econbiz.de/10013107809
Saved in:
7
Consistent price systems and
arbitrage
opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
8
Balance, growth and diversity of financial markets
Kardaras, Constantinos
- In:
Annals of finance
4
(
2008
)
3
,
pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
Saved in:
9
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W.
-
2009
Persistent link: https://www.econbiz.de/10003756274
Saved in:
10
Testing efficiency in small and large financial markets
Dare, Wale
-
2017
Persistent link: https://www.econbiz.de/10011799698
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