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- Paper Arbitrage and price revelation with asymmetric information and incomplete markets 2003-04-02 Paper Economic equilibrium: Optimality and price decentralization...10 bytes (17 words) - 12:23, 28 January 2024
- Publication Date of Publication Type ARBITRAGE-FREE OPTION PRICING MODELS 2009-11-04 Paper...10 bytes (16 words) - 02:58, 28 December 2023
- remarkable calculation - a method or a trick? 2010-04-09 Paper ARBITRAGE-FREE OPTION PRICING MODELS 2009-11-04 Paper Divergence theorems in path space. III:...10 bytes (18 words) - 06:12, 12 December 2023
- information: the efficient semicircle 2021-12-01 Paper PRICE-ADMISSIBILITY CONDITIONS FOR ARBITRAGE-FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST...10 bytes (19 words) - 15:05, 23 September 2023
- APPROACHES 2018-03-29 Paper Arbitrage-free pricing of multi-person game claims in discrete time 2017-01-12 Paper Discrete time stochastic multi-player competitive...10 bytes (16 words) - 00:44, 25 September 2023
- NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS 2011-11-21 Paper AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC...10 bytes (17 words) - 20:21, 8 December 2023
- model: asymptotics and application 2019-02-06 Paper Approximate arbitrage-free option pricing under the SABR model 2018-08-09 Paper...10 bytes (16 words) - 17:39, 24 September 2023
- model: asymptotics and application 2019-02-06 Paper Approximate arbitrage-free option pricing under the SABR model 2018-08-09 Paper SENSITIVITY ANALYSIS OF...10 bytes (16 words) - 17:38, 6 October 2023
- measures in discrete time: LM-measure perspective 2020-02-17 Paper Arbitrage-free pricing of derivatives in nonlinear market models 2020-02-17 Paper Joint...10 bytes (19 words) - 00:39, 9 December 2023
- 2019-05-23 Paper Approximate arbitrage-free option pricing under the SABR model 2018-08-09 Paper Single-transform formulas for pricing Asian options in a general...10 bytes (16 words) - 17:39, 24 September 2023
- https://portal.mardi4nfdi.de/entity/Q5479957 2006-07-25 Paper A note on arbitrage‐free pricing of forward contracts in energy markets 2004-09-06 Paper Stochastic...10 bytes (18 words) - 08:50, 7 October 2023
- measures in discrete time: LM-measure perspective 2020-02-17 Paper Arbitrage-free pricing of derivatives in nonlinear market models 2020-02-17 Paper Bayesian...10 bytes (16 words) - 11:32, 7 October 2023
- markets 2021-05-20 Paper No-arbitrage with multiple-priors in discrete time 2021-02-18 Paper Risk-neutral pricing for arbitrage pricing theory 2020-07-14 Paper...10 bytes (16 words) - 01:55, 12 December 2023
- https://portal.mardi4nfdi.de/entity/Q3015985 2011-07-13 Paper Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs 2002-09-19 Paper...10 bytes (16 words) - 02:58, 25 September 2023
- Disentangling price, risk and model risk: V\&R measures 2018-04-16 Paper Model-free superhedging duality 2017-09-15 Paper Universal arbitrage aggregator in...10 bytes (16 words) - 15:12, 7 December 2023
- option pricing 2005-12-16 Paper Portfolio selection theory with different interest rates for borrowing and lending 2004-03-15 Paper Dynamic Arbitrage-Free...10 bytes (16 words) - 22:50, 24 September 2023
- Lévy-driven price processes 2016-09-07 Paper On Supremal and Maximal Sets with Respect to Random Partial Orders 2016-05-13 Paper Robust No Arbitrage of the...10 bytes (16 words) - 00:59, 11 December 2023
- diffusion and jumps modeling currency markets 2010-02-05 Paper Arbitrage-free option prices on global markets 2009-11-13 Paper https://portal.mardi4nfdi...10 bytes (18 words) - 22:01, 10 December 2023
- rules 2021-11-19 Paper The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time 2021-07-06 Paper Dynamic robust Orlicz premia...10 bytes (18 words) - 12:51, 6 October 2023
- Consistent price systems in multiasset markets 2012-09-06 Paper Arbitrage-free models in markets with transaction costs 2012-06-22 Paper No arbitrage conditions...10 bytes (16 words) - 12:28, 6 October 2023
