Results 251 to 260 of about 156,527 (368)

Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]

Heliyon
Jialu W, Zhao L, Li H, Guo X.
europepmc   +1 more source

Strategic channel decisions for the supplier and specialized e‐retailer in the presence of a third‐party marketplace

International Transactions in Operational Research, Volume 32, Issue 6, Page 3565-3599, November 2025.
Abstract With the advancement of e‐commerce and the intensification of market competition, many suppliers have leveraged third‐party online marketplaces to expand their sales channels and bolster competitiveness. This poses potential threats to e‐retailers specializing in the core business of certain categories.
Shuxiao Sun, Huaqing Hu, Zehui Ge, Yanlin Li   +3 more
wiley   +1 more source

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

A teacher’s note on no-arbitrage criteria [PDF]

, 2001
Yuri Kabanov, Christophe Sticker
openalex   +1 more source

Commodity Futures Deliveries: Theory and Evidence From the US Corn Market

Journal of Futures Markets, Volume 45, Issue 7, Page 844-876, July 2025.
ABSTRACT For corn futures, deliveries facilitate convergence by allowing for arbitrage between physical and “paper” markets. We explain the delivery process in detail, including the key role of Shipping Certificates. We investigate what drives deliveries and their timing and the feedback on futures prices when deliveries happen.
Vitor M. O. Fernandes, Eugene L. Kunda, Michel A. Robe   +2 more
wiley   +1 more source

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]

PLoS One
Cheng S, Qin P, Lu B, Yu J, Tang Y, Zeng Z, Tu S, Qi H, Ye B, Cai Z.   +9 more
europepmc   +1 more source

Arbitrage and viability in securities markets with fixed trading costs [PDF]

, 2001
Elyès Jouini, Hédi Kallal, Clotilde Napp   +2 more
openalex   +1 more source

Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index

Journal of Futures Markets, Volume 45, Issue 7, Page 771-801, July 2025.
ABSTRACT This paper develops a discrete‐time joint analytical framework for pricing volatility index (VIX) and VXX options consistently. We show that our framework is more flexible than continuous‐time VXX models as it allows the information contained in the high‐frequency VIX index to be incorporated for the joint pricing of VIX and VXX options, and ...
Shan Lu
wiley   +1 more source

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]

Entropy (Basel)
Mao W, Liu P, Huang J.
europepmc   +1 more source

Banking market consolidation in Asia: Evidence from acquirers, targets, and rivals

International Journal of Finance &Economics, Volume 30, Issue 3, Page 2215-2239, July 2025.
Abstract We analyse the financial sector consolidation in Asia by using a comprehensive sample of bank M&As from 1995 to 2021. Our results show that M&A announcements by Asian domestic acquirers are associated with significant positive stock price returns to both acquirers and their rivals.
Sascha Kolaric, Florian Kiesel, Dirk Schiereck   +2 more
wiley   +1 more source