Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Kumar S, Wilmott CM.
europepmc +1 more source
Pricing of futures Bitcoin price under fractional volatility
boughabi h, qalli ye.
europepmc +1 more source
ANALISIS PERBANDINGAN KEAKURATAN CAPITAL ASSET PRICING MODEL DAN ARBITRAGE PRICING THEORY DALAM MEMPREDIKSI RETURN SAHAM PADA PERUSAHAAN SEKTOR ANEKA INDUSTRI YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) [PDF]
Andrival Andrival
openalex
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
Arbitrage Pricing Theory Applied to the Chilean Stock Market
Werner Kristjanpoller, Mauricio Morales
openalex +1 more source
Arbitrage Pricing Theory for Idiosyncratic Variance Factors
Éric Renault +2 more
openalex +1 more source
THE REQUIRED RATE OF RETURN FOR PUBLICLY HELD AGRICULTURAL EQUITY: AN ARBITRAGE PRICING THEORY APPROACH [PDF]
Robert A. Collins
openalex +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
europepmc +1 more source
A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
europepmc +1 more source

