Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities. [PDF]
Rev Deriv Res (Dordr), 2022 Muck M.
europepmc +1 more source
This Little Piggy Went to Market: The Regulation of Risk Arbitrage after Boesky
, 1988 Roger J. Dennis
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Tax Arbitrage with Risk and Effort Aversion Swedish Lottery Bonds 1970-1990
, 2011 Kristian Rydqvist
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Limits to Short Arbitrage with Takeover Risk
, 2018 Costanza Meneghetti +2 more
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SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]
Entropy (Basel)Mao W, Liu P, Huang J.
europepmc +1 more source
The relationship between corporate entrepreneurship and its competitiveness in China: The moderating effect of employee stock ownership plan. [PDF]
HeliyonCao Y, Wan M.
europepmc +1 more source
Research on the Role of Risk Hedging and Arbitrage Strategies in Financial Derivatives Investment [PDF]
Mengtong Tian
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An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space. [PDF]
PeerJ Comput SciZeng Z +8 more
europepmc +1 more source
Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
, 2015 Marco Giacoletti +2 more
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Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields [PDF]
, 2010 Jens H. E. Christensen +5 more
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