Narrow search
Showing 131 - 140 of 680,091
Cover Image
Limits to arbitrage when market participation is restricted
Hens, Thorsten; Herings, Peter Jean-Jacques; … - 2003
Persistent link: https://www.econbiz.de/10002015721
Cover Image
A moment approach to static arbitrage
Aspremont, Alexandre d' - In: Frontiers in quantitative finance : volatility and …, (pp. 3-18). 2009
Persistent link: https://www.econbiz.de/10003787574
Cover Image
Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872174
Cover Image
No arbitrage and closure results for trading cones with transaction costs
Jacka, Saul D.; Berkaoui, Abdelkarem; Warren, Jon - In: Finance and stochastics 12 (2008) 4, pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
Cover Image
Arbitrage smoothing in fitting a sequence of yield curves
Bekker, Paul A.; Bouwman, Kees E. - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
Cover Image
Mispricing and costly arbitrage
Sadka, Ronnie; Scherbina, Anna - In: Journal of investment management : JOIM 8 (2010) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10003966814
Cover Image
Volatilitätsarbitrage und ein Markoff-Modell für CDOs : eine finanzmathematische Untersuchung
Kock, Johan de - 2010
Persistent link: https://www.econbiz.de/10003934849
Cover Image
Asset arbitrage and the price of oil
Arora, Vipin; Tyers, Rodney - In: Economic modelling 29 (2012) 2, pp. 142-150
Persistent link: https://www.econbiz.de/10009536049
Cover Image
Arbitrage in skew Brownian motion models
Rossello, Damiano - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 50-56
Persistent link: https://www.econbiz.de/10009501701
Cover Image
ETFs, arbitrage, and contagion
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011
Persistent link: https://www.econbiz.de/10009507310