Results 81 to 90 of about 2,645 (213)

Cross-sectional Predictability of Indian Stock Returns: A Factor Analytical Approach

Copernican Journal of Finance & Accounting
This article's core objective is to analyze how firm characteristics collectively effect the risk-adjusted returns of Indian stocks. It aims to understand the simultaneous explanatory power of multiple variables that have shown to predict the cross ...
Sanjay Shanbhag, Kamran Quddus
doaj  

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria

, 2017
Oyetayo Oluwatosin J., Olufemi Patrick Adeyeye   +1 more
openalex   +1 more source

Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices [PDF]

Fabien Le Floc’h
openalex   +1 more source

No-arbitrage pricing beyond semimartingales

, 2006
Christian Bender, Tommi Sottinen, Esko Valkeila   +2 more
openalex   +1 more source

On Irreversible Investment and Discounting: An Arbitrage Pricing Approach

, 2008
Jacco Thijssen
openalex   +1 more source

Tolerance to arbitrage: inclusion of fractional Brownian motion to model stock price fluctuations.

, 1997
Donna Salopek
openalex   +2 more sources

Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis [PDF]

, 2008
Massimo Morini, Damiano Brigo
openalex   +1 more source

Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs [PDF]

, 2000
Xiaotie Deng, Chunlei Xu, Shunming Zhang
openalex  

No–arbitrage commodity option pricing with market manipulation [PDF]

, 2020
René Aïd, Giorgia Callegaro, Luciano Campi   +2 more
openalex   +1 more source