Results 81 to 90 of about 155,246 (250)
IEEE Transactions on Sustainable Energy, 2018 This paper deals with extended-term energy storage (ES) arbitrage problems to maximize the annual revenue in deregulated power systems with high-penetration wind power.
Hantao Cui +4 more
semanticscholar +1 more source
Diversity and no arbitrage [PDF]
arXiv, 2013 A stock market is called diverse if no stock can dominate the market in terms of relative capitalization. On one hand, this natural property leads to arbitrage in diffusion models under mild assumptions. On the other hand, it is also easy to construct diffusion models which are both diverse and free of arbitrage.
arxiv
Transit Fare Arbitrage: Case Study of San Francisco Bay Area Rapid Transit (BART) System [PDF]
arXiv, 2014 Transit fare arbitrage is the scenario when two or more commuters agree to swap tickets during travel in such a way that total cost is lower than otherwise. Such arbitrage allows pricing inefficiencies to be explored and exploited, leading to improved pricing models.
arxiv
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs [PDF]
This paper analyzes possible arbitrage opportunities in credit derivatives markets using selffinancing strategies combining Credit Default Swaps and Asset Swaps Packages.
Juan Ignacio Peña +2 more
core
Arbitrage theory without a numéraire [PDF]
arXiv, 2014 This note develops an arbitrage theory for a discrete-time market model without the assumption of the existence of a num\'eraire asset. Fundamental theorems of asset pricing are stated and proven in this context. The distinction between the notions of investment-consumption arbitrage and pure-investment arbitrage provide a discrete-time analogue of the
arxiv
An example of short-term relative arbitrage [PDF]
arXiv, 2015 Long-term relative arbitrage exists in markets where the excess growth rate of the market portfolio is bounded away from zero. Here it is shown that under a time-homogeneity hypothesis this condition will also imply the existence of relative arbitrage over arbitrarily short intervals.
arxiv
The state arbitrage in the period of economic reforms and counter-reforms in the sixties
Контуры глобальных трансформаций: политика, экономика, право, 2014 The author analyses the problems in the state-planned economy and the measures taken by the state arbitrage to cushion the consequences of them. The article is based on archival materials.
D. V. Voronin
doaj
A CRITICAL THEORETICAL ANALYSIS ON THE IMPLICATIONS OF EFFICIENT MARKET HYPOTHESIS (EMH) [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2019 The main aim of this article is to provide a critical but complex theoretical framework regarding Efficient Market Hypothesis (EMH). Efficient Market Hypothesis is considered the centerpiece of modern financial theory.
MINEA ELENA LOREDANA
doaj
The Absence of Arbitrage on the Complete Black-Scholes-Merton Regime-Switching Lévy Market
Ekonometria, 2021 The main aim of the paper was to prove that the complete Black-Scholes-Merton regime- -switching Lévy market is characterized by an absence of arbitrage.
Anna Sulima
doaj
Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty [PDF]
arXiv, 2014 In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class $\mathcal{S}$ of significant sets, which we call Arbitrage de la classe $\mathcal{S}$.
arxiv