Arbitrage and deflators in illiquid markets

Arbitrage and Hedging in a non probabilistic framework

Arbitrage Bounds for Prices of Options on Realized Variance

Arbitrage free cointegrated models in gas and oil future markets

Arbitrage hedging strategy and one more explanation of the volatility smile

Arbitrage Opportunities in Misspecified Stochastic volatility Models

Arbitrage strategy

Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis

Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model

Arbitrage-free SVI volatility surfaces

ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns

Archimedean Survival Processes

Are all highly liquid securities within the same class?

Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects

Are volatility estimators robust with respect to modeling assumptions?

Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations

Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios

Asset Pricing under uncertainty

Asset pricing with random information flow

Asymmetric correlation matrices: an analysis of financial data