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- continuous dynamic pricing and batch supply 2019-02-22 Paper Equilibrium and matching under price controls 2018-11-19 Paper Pareto‐improving price regulation when...10 bytes (21 words) - 03:55, 9 December 2023
- Sharma-Taneja-Mittal entropy 2019-04-02 Paper On the generation of arbitrage-free stock price models using Lie symmetry analysis 2017-03-15 Paper Lie symmetry...10 bytes (16 words) - 03:11, 10 December 2023
- 2016-12-07 Paper Asymptotic proportion of arbitrage points in fractional binary markets 2015-12-23 Paper Asymptotic arbitrage with small transaction costs 2015-02-06...10 bytes (17 words) - 18:06, 6 October 2023
- 2019-03-21 Paper Model-free CPPI 2018-11-01 Paper Model-Free Portfolio Theory and Its Functional Master Formula 2018-10-31 Paper Price manipulation in a market...10 bytes (16 words) - 14:27, 10 December 2023
- preferences 2021-07-08 Paper Arbitrage-free modeling under Knightian uncertainty 2021-05-03 Paper Pointwise Arbitrage Pricing Theory in Discrete Time 2020-04-30...10 bytes (16 words) - 17:24, 6 October 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
- https://portal.mardi4nfdi.de/entity/Q4451073 2004-02-23 Paper No arbitrage condition for positive diffusion price processes 2004-02-03 Paper An interest rate model with...10 bytes (16 words) - 23:29, 9 December 2023
- factors 2018-08-22 Paper Stochastic Control and Pricing Under Swap Measures 2014-02-19 Paper ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED...10 bytes (16 words) - 21:42, 12 December 2023
- 2016-12-21 Paper Arbitrage of the first kind and filtration enlargements in semimartingale financial models 2016-04-20 Paper A MODEL-FREE VERSION OF THE...10 bytes (17 words) - 02:36, 10 December 2023
- Viscosity Solutions 2016-04-15 Paper Consistent price systems under model uncertainty 2016-03-29 Paper Arbitrage and duality in nondominated discrete-time models...10 bytes (16 words) - 01:53, 10 December 2023
- Edgeworth and Walras equilibria of an arbitrage-free exchange economy 2004-03-11 Paper The geometry of arbitrage and the existence of competitive equilibrium...10 bytes (16 words) - 04:01, 7 October 2023
- vector spaces 2004-08-19 Paper Edgeworth and Walras equilibria of an arbitrage-free exchange economy 2004-03-11 Paper https://portal.mardi4nfdi.de/entity/Q4449268...10 bytes (16 words) - 12:24, 28 January 2024
- equation via symmetry technique 2020-10-06 Paper New candidates for arbitrage-free stock price models via generalized conditional symmetry method 2019-11-13...10 bytes (16 words) - 04:08, 13 December 2023
- scheme for approximating irregular diffusions 2022-01-21 Paper Self-exciting price impact via negative resilience in stochastic order books 2021-12-07 Paper...10 bytes (18 words) - 16:26, 10 December 2023
- Measures 2014-02-19 Paper ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL 2013-10-11 Paper Diffusion-Based Models for...10 bytes (19 words) - 20:57, 8 December 2023
- 2022-11-23 Paper On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency 2021-03-22 Paper Pricing Shared-Loss Hedge...10 bytes (19 words) - 18:47, 9 December 2023
- Paper Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 2022-04-03 Paper Arbitrage-free Nelson-Siegel model...10 bytes (16 words) - 12:29, 7 October 2023
- approach 2021-11-12 Paper Model-Free Price Bounds Under Dynamic Option Trading 2021-11-05 Paper Robust statistical arbitrage strategies 2021-06-02 Paper ROBUST...10 bytes (16 words) - 09:39, 25 September 2023
- information 2017-05-15 Paper A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing 2016-06-10 Paper A general HJM framework...10 bytes (16 words) - 10:40, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q4536961 2002-11-06 Paper Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs 2002-09-19 Paper https://portal...10 bytes (17 words) - 02:16, 9 December 2023
