Results 121 to 130 of about 2,645 (213)

Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]

Entropy (Basel), 2022
Sheng Y, Ma D.
europepmc   +1 more source

Value-Oriented Price Forecasting for Arbitrage Strategies of Energy Storage Systems Through Loss Function Tuning

Ruben Smets, Jean‐François Toubeau, Mihály Dolányi, Kenneth Bruninx, Erik Delarue   +4 more
openalex   +1 more source

Costly arbitrage and asset prices: evidence from closed-end funds [PDF]

, 2002
Gordon Gemmill, Dylan C. Thomas
openalex  

Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]

Sci Rep
Kumar S, Wilmott CM.
europepmc   +1 more source

 An Algebraic Characterization of Arbitrage-Free Pricing in Finite Asset Markets

Yifan Guo
openalex   +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

Distribution Locational Marginal Pricing under Generation and Network Scarcity Conditions. [PDF]

Curr Sustain Renew Energy Rep
Ruan Z, Papavasiliou A, Madani M.
europepmc   +1 more source

Option pricing, arbitrage and martingales

, 1997
Antoon Pelsser, Ton Vorst
openalex   +1 more source

A Test For A Multi-Risk Premia International Asset Pricing Model: An Arbitrage Pricing Theory Application

, 2011
Carl B. McGowan, Deane Rifon
openalex   +2 more sources

A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]

Heliyon
Liu J, Zhou L, Yu H.
europepmc   +1 more source