Arbitrage without borrowing or short selling?

Article Properties
Cite
Lukkarinen, Jani, and Mikko S. Pakkanen. “Arbitrage Without Borrowing or Short Selling?”. Mathematics and Financial Economics, vol. 11, no. 3, 2016, pp. 263-74, https://doi.org/10.1007/s11579-016-0180-x.
Lukkarinen, J., & Pakkanen, M. S. (2016). Arbitrage without borrowing or short selling?. Mathematics and Financial Economics, 11(3), 263-274. https://doi.org/10.1007/s11579-016-0180-x
Lukkarinen J, Pakkanen MS. Arbitrage without borrowing or short selling?. Mathematics and Financial Economics. 2016;11(3):263-74.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
Title Journal Journal Categories Citations Publication Date
A note on Wick products and the fractional Black-Scholes model Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
127 2005
On arbitrage and replication in the fractional Black–Scholes pricing model Statistics & Decisions 31 2003
Optimal Portfolio Choice and the Valuation of Illiquid Securities The Review of Financial Studies
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
184 2001
10.1016/S0304-4149(98)00025-8 1998
10.1016/S0304-4149(98)00014-3 1998