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Pricing without no-arbitrage condition in discrete time

• Authors : Carassus, Laurence; Lépinette, Emmanuel

Subjects: Quantitative Finance - Mathematical Finance; 60G44 G11-G13

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Pricing without no-arbitrage condition in discrete time

• Authors : Carassus, Laurence; Lépinette, Emmanuel;

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

• Source: ISSN: 0022-247X.

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Super-hedging a European option with a coherent risk-measure and without no-arbitrage condition

• Authors : Lépinette, Emmanuel; Zhao, Jun;

Subjects: Risk-hedging prices; Dynamic risk-measures; Absence of immediate profit

• Source: ISSN: 1744-2508 ; EISSN: 1744-2516.

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On the no-arbitrage condition in option implied trees

• Authors : MORIGGIA, Vittorio; MUZZIOLI, Silvia;

Subjects: Binomial tree; finance; implied volatility

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No-arbitrage condition and existence of equilibrium with dividends

• Authors : Le Van, Cuong; Minh, Nguyen Ba;

Subjects: no-arbitrage condition; economy with possibly satiated consumers; equilibrium with dividends

• Source: ISSN: 0304-4068 ; Journal of Mathematical Economics ; https://shs.hal.science/halshs-00101177 ; Journal of Mathematical Economics, 2007, 43 (2), pp.135-152. ⟨10.1016/j.jmateco.2006.05.010⟩.

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Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets

• Authors : de Truchis, Gilles; Dubois, Florent;

Subjects: unbalanced cointegration; fractional cointegration; no-arbitrage condition

• Source: https://shs.hal.science/halshs-01065775 ; 2014.

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Empirical application of the housing-market no-arbitrage condition: problems, solutions and a Finnish case study

• Authors : Oikarinen, Elias

Subjects: ddc:330; R21; Housing

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No-arbitrage condition and existence of equilibrium with dividends

• Authors : Le Van, Cuong; Ba Minh, Nguyen; UCL - CORE - Center for Operations Research and Econometrics

Subjects: Equilibrium with dividends; Walras equilibrium; Satiation points

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OAIster

• Authors : Ichikura, Nobuyuki

Subjects: Departmental Bulletin Paper.; VoR.

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OAIster

• Authors : Ichikura, Nobuyuki

Subjects: Departmental Bulletin Paper.

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