Arbitrage-Free Pricing is a pricing methodology in financial derivatives valuation that belongs to the class of equilibrium pricing models and is distinguished by its requirement that derivative prices be set such that no riskless profit can be exploited through simultaneous trades in related instruments, ensuring consistency with the absence of arbitrage opportunities in efficient markets.
439
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2017–2026
32
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Publications
439
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
1–5 of 439
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603
- RA
13
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- DB
9
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7
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- JHJens H. E. Christensen
Federal Reserve Bank of San Francisco, United States
7 publications · 608 citations
7
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- GH
6
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358
National Bureau of Economic Research
Cambridge, United States
16 h-index
21 publications
2.6K citations
Cornell University
Ithaca, United States
13 h-index
23 publications
3.4K citations
Federal Reserve
Washington D.C., United States
12 h-index
21 publications
2K citations
Columbia University
New York, United States
11 h-index
17 publications
1.7K citations
Imperial College London
London, United Kingdom
10 h-index
17 publications
718 citations
Federal Reserve Board of Governors
Washington D.C., United States
10 h-index
15 publications
1.1K citations
Federal Reserve Bank of San Francisco
San Francisco, United States
9 h-index
19 publications
1.6K citations
Stanford University
Stanford, United States
8 h-index
12 publications
7.8K citations
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- The Journal of Finance
43 publications · 8.8K citations
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- SSRN Electronic Journal
Repository · 62 publications · 2.2K citations
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- Mathematical Finance
18 publications · 1.5K citations
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- International Journal of Theoretical and Applied Finance
IJTAF · 19 publications · 805 citations
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- Finance and Stochastics
11 publications · 830 citations
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