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Inconsequential arbitrage
(Elsevier Science Sa, 2000-12)
We introduce the concept of inconsequential arbitrage and, in the context of a model allowing short-sales and half-lines in indifference surfaces, prove that inconsequential arbitrage is sufficient for existence of ...
The Black-Scholes type financial models and the arbitrage opportunitiesThe Black-Scholes type financial models and the arbitrage opportunities
(2009-02-25)
By using the conservation laws concept, we study certain financial models similar tothe Black–Scholes model. We show that without complement limitations such modelscan have two or more volatilities. This fact imposes several ...
The Black-Scholes type financial models and the arbitrage opportunitiesThe Black-Scholes type financial models and the arbitrage opportunities
(2009-02-25)
By using the conservation laws concept, we study certain financial models similar tothe Black–Scholes model. We show that without complement limitations such modelscan have two or more volatilities. This fact imposes several ...
Consultation sur quelques questions juridiques soulevées par la contestation de limites entre l'Equateur et le Pérou, déférée a l'arbitrage de S. M. le Roi d'Espagne ( Folleto).
(París, Francia : [Imprimerie Chaix]., 2016)
Os limites do efeito negativo do princípio da competência-competência em arbitragens envolvendo a administração pública no Brasil: o caso do Parque das Baleias
(Universidade Federal do Rio de JaneiroBrasilFaculdade Nacional de DireitoUFRJ, 2019)