총 12,855건 중 1,000건 출력
, 4/100 페이지
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31
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Toxic Arbitrage
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Foucault, Thierry;
Kozhan, Roman;
Tham, Wing Wah;
HEC, Paris;
Warwick Business School, University ofWarwick;
Warwick Business School, University ofWarwick;
(The Review of financial studies,
v.30,
2017,
pp.1053-1094)
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32
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A mean-VaR analysis of arbitrage arbitrage portfolios
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Shuhong Fang;
;
(Intelligent Computing and Intelligent Systems, 2009. ICIS 2009. IEEE International Conference on,
v.1,
2009,
pp.704-708)
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33
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The impact of arbitrage on market liquidity
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Rö
sch, Dominik;
;
(Journal of financial economics,
v.142,
2021,
pp.195-213)
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34
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Arbitrage and universal pricing
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Luenberger, David G.;
;
(Journal of economic dynamics & control,
v.26,
2002,
pp.1613-1628)
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35
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Publicizing Arbitrage
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Kahraman, Bige;
;
(Journal of financial and quantitative analysis,
v.56,
2021,
pp.789-820)
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36
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Applications of the arbitrage method of valuation
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French, N. S.;
Ward, C. W. R.;
;
(Journal of property research,
v.13,
1996,
pp.47-56)
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37
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Resonance phenomena in option pricing with arbitrage
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Contreras, M.;
Echeverrí
a, J.;
Peñ
a, J.P.;
Villena, M.;
Universidad Andres Bello, Dpto. de Ciencias Fí
sicas;
Faculty of Engineering & Sciences, Universidad Adolfo Ibá
ñ
ez;
Universidad Andres Bello, Dpto. de Ciencias Fí
sicas;
Faculty of Engineering & Sciences, Universidad Adolfo Ibá
ñ
ez;
(Physica. A,
v.540,
2020,
pp.123238)
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38
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No arbitrage and lead–lag relationships
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Hayashi, Takaki;
Koike, Yuta;
Graduate School of Business Administration, Keio University;
Graduate School of Mathematical Sciences, The University of Tokyo;
(Statistics & probability letters,
v.154,
2019,
pp.108530)
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39
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Intertemporal quota arbitrage in multispecies fisheries
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Holzer, Jorge;
DePiper, Geret;
Department of Agricultural and Resource Economics, University of Maryland;
NOAA Fisheries, Northeast Fisheries Science Center;
(Journal of environmental economics and management,
v.93,
2019,
pp.185-207)
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40
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No-Arbitrage ROM simulation
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Geyer, A.;
Hanke, M.;
Weissensteiner, A.;
;
(Journal of economic dynamics & control,
v.45,
2014,
pp.66-79)