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Perpetual Futures Pricing

open access: yesMathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damieb Ackerer   +2 more
wiley   +1 more source

Isoscattering non-isospectral quantum graphs. [PDF]

open access: yesSci Rep
Farooq O   +3 more
europepmc   +1 more source

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