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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
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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
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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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Bank-intermediated arbitrage
Boyarchenko, Nina; Eisenbach, Thomas M.; Gupta, Pooja; … - 2018
bank intermediation for their arbitrage strategies. …
Persistent link: https://www.econbiz.de/10011868543
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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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Fixed-income arbitrage : analytical techniques and strategies
Wong, M. A. - 1993
Persistent link: https://www.econbiz.de/10000338732
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No arbitrage pricing and the term structure of interest rates
Gustavsson, Thomas - 1992
Persistent link: https://www.econbiz.de/10000136416
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Arbitrage international commercial
Sanders, Pieter (ed.) - 1956
Persistent link: https://www.econbiz.de/10000105633