Annals of Finance · 2007 · 28 citations · 2 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceArbitrage PricingAsset Pricing EmpiricsCapital MarketsLiquidity RiskMarket RiskVolatility ModelingArbitrage Pricing RelationshipsArbitrage-free PricingImplied Volatility ArbitrageNo-arbitrage ConditionsTime-varying Volatility Models
2
Relative arbitrage in volatility-stabilized markets
Robert Fernholz, Ioannis Karatzas · Annals of Finance · 2005 · 115 citations