Results 231 to 240 of about 140,743 (312)

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Trauma abdominal contondant chez un garçon de 6 ans et nécessité de l’imagerie. [PDF]

CMAJ
Al Masroori S, Redhwan S, Nemeth J, Beno S.   +3 more
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

Yttrium-90 radioembolization for primary and metastatic liver tumors exhibiting arterial-phase hypovascularity. [PDF]

Sci Rep
Malavia M, Eliason G, Eggers LA, Arne A, Marchak K, Hart J, Lindquist J, Trivedi P, Casadaban L.   +8 more
europepmc   +1 more source

Order Routing and Market Quality: Who Benefits From Internalization?

Mathematical Finance, EarlyView.
ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley   +1 more source

Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]

PLoS One
Ping WY, Hu YW, Luo LQ.
europepmc   +1 more source

Appraisal Arbitrage Is There a Delaware Advantage?

, 2015
Gaurav Jetley, Xinyu Ji
openalex   +1 more source

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Unequal exchange is not primarily about monetary value. [PDF]

Nat Commun
Hornborg A.
europepmc   +1 more source

The source‐to‐sea nexus between water and ocean law: An international and EU perspective

Review of European, Comparative &International Environmental Law, EarlyView.
Abstract The source‐to‐sea (S2S) approach provides a systemic framework for analysing the governance of naturally interconnected freshwater and marine ecosystems. This paper examines the extent to which the S2S approach is reflected in key international and EU water and ocean law instruments, as well as the legal and governance implications of said ...
César Soares de Oliveira, Antti Iho, Elina Heikkilä, Jonas Kyrönviita, Niko Soininen, Antti Belinskj   +5 more
wiley   +1 more source