Results 111 to 120 of about 140,743 (312)
Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions
Mathematics, 2019 Background: This paper aims to characterize the absence of arbitrage in the context of the Arbitrage Theory proposed by Kreps (1981) and Clark (2000) which involves a certain number of well-known financial markets.
Salvador Cruz Rambaud
doaj +1 more source
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
, 2007 We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, A., Fabbri, G., Goldys, B.
core +1 more source
Exemption or illusion? The impact of a youth tax policy on house asking prices in Portugal
Real Estate Economics, EarlyView.Abstract Affordable housing has become an increasing challenge for young individuals in Portugal, where rising house prices and precarious employment conditions hinder homeownership. To address this barrier, the Portuguese Government introduced a tax exemption for individuals under 35 purchasing their first home.
Luís Clemente‐Casinhas, Sofia Vale
wiley +1 more source
Pravo trećih da svoja potraživanja ostvaruju u arbitražnom postupku : (prikaz presude)
Poredbeno Pomorsko Pravo, 2006 Iako broker nije ugovorna strana u ugovoru o iskorištavanju broda, pa time ni u arbitražnom sporazumu sadržanom u takvom ugovoru, ovlašten je i obvezan ostvarivati svoje pravo na plaćanje brokerske provizije pokretanjem arbitražnog postupka protiv ...
Zoran Tasić
doaj
The RAND Journal of Economics, EarlyView.ABSTRACT We study a long‐horizon, oligopolistic market with random shocks to demand that can be arbitraged by two storage operators with finite capacity. This problem applies to any storable commodity—that is, most commodities. Because the arbitrage spread is so sensitive to market power, storage operators face strong incentives to restrain quantities ...
Sergei Balakin, Guillaume Roger
wiley +1 more source
Energies, 2019 To achieve maximum profit by dispatching a battery storage system in an arbitrage operation, multiple factors must be considered. While revenue from the application is determined by the time variability of the electricity cost, the profit will be lowered
Holger C. Hesse +7 more
doaj +1 more source
DAX Index Futures: Mispricing and Arbitrage in German Markets [PDF]
The paper reports the results of an empirical study of the price relation between the German Performance Stock Index, DAX, and DAX futures. An ex-ante arbitrage strategy based on arbitrage signals is analyzed.
Bühler, Wolfgang, Kempf, Alexander
core
Arbitrage Bounds for Prices of Weighted Variance Swaps
, 2012 We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted variance swap
Davis, Mark H. A. +2 more
core +1 more source
Global Policy, EarlyView.ABSTRACT This paper examined the critical challenges facing the international monetary system, arguing that they have created conditions for a shift from a neoliberal framework to a pluralist multipolar financial order. Using an interdisciplinary approach that blends international law and international relations, the paper provides an analysis of the ...
Jiangyu Wang
wiley +1 more source
How arbitrage-free is the Nelson-Siegel Model? [PDF]
We test whether the Nelson and Siegel (1987) yield curve model is arbitrage-free in a statistical sense. Theoretically, the Nelson-Siegel model does not ensure the absence of arbitrage opportunities, as shown by Bjork and Christensen (1999).
Coroneo, Laura +2 more
core