Results 111 to 120 of about 2,645 (213)
Arbitrage-Based Pricing When Volatility is Stochastic
Peter Bossaerts +2 more
openalex +1 more source
A Simple No-Arbitrage Approach to Pricing Single-Name Credit Risky Securities
Santiago Forte
openalex +1 more source
A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]
Jia X +7 more
europepmc +1 more source
No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property
Menachem Brenner, Young Ho Eom
openalex +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]
Mao W, Liu P, Huang J.
europepmc +1 more source
Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]
Lu H, Li T, Hao R, Liu Z, Gao M, Chen J.
europepmc +1 more source
Bi-objective operation optimization of regional integrated energy system considering shared energy storage. [PDF]
Li X, Zhu L, Zhao L, Zhang K.
europepmc +1 more source

