How corporate financialization affects main business performance-Empirical evidence based on a dynamic panel threshold model. [PDF]
PLoS OneChen B, Li J, Zhang J.
europepmc +1 more source
Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data
, 2021 Huyen Do Phuong +3 more
openalex +1 more source
Explaining the Big Mac Urban‐Rural Price Gap in the United States
Journal of Regional Science, EarlyView.ABSTRACT The Law of One Price (LOP) is a fundamental economic principle, yet its application in regional studies often excludes rural areas due to data limitations. We analyze price equalization across the US using Big Mac prices to address this gap. Our analysis focuses on three key questions: (i) Is there evidence of price equalization between urban ...
Fernanda Alfaro +3 more
wiley +1 more source
Drug Price and Health Policy Knowledge Influence Prescription Behavior in Orphan Diseases: Pheochromocytoma and Paraganglioma As Prototypes of Orphan Drug Econometrics. [PDF]
CureusLe DQ +5 more
europepmc +1 more source
Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Sci RepKumar S, Wilmott CM.
europepmc +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Private equity renewable energy investments in India. [PDF]
HeliyonGandhi HH, Hoex B, Hallam BJ.
europepmc +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Pricing and Hedging of SOFR Derivatives
Mathematical Finance, EarlyView.ABSTRACT The London Interbank Offered Rate (LIBOR) has served since the 1970s as a fundamental measure for floating term rates across multiple currencies and maturities. However, in 2017, the Financial Conduct Authority announced the discontinuation of LIBOR from the end of 2021, and the New York Fed declared the Treasury repo financing rate, called ...
Matthew Bickersteth +2 more
wiley +1 more source
A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
HeliyonLiu J, Zhou L, Yu H.
europepmc +1 more source