Results 181 to 190 of about 7,005,793 (301)
Tackling the (un)affordability of medicines for cardiometabolic risk factors worldwide: a call to action. [PDF]
James N +6 more
europepmc +1 more source
Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]
Cheng S +9 more
europepmc +1 more source
Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions
Rajeev R. Bhattacharya +1 more
openalex +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Exploring the ethical issues posed by AI and big data technologies in drug development. [PDF]
Fan Y, Wu Y, Wang Z.
europepmc +1 more source
Research on the Role of Risk Hedging and Arbitrage Strategies in Financial Derivatives Investment [PDF]
Mengtong Tian
openalex +1 more source
Pricing and Hedging of SOFR Derivatives
ABSTRACT The London Interbank Offered Rate (LIBOR) has served since the 1970s as a fundamental measure for floating term rates across multiple currencies and maturities. However, in 2017, the Financial Conduct Authority announced the discontinuation of LIBOR from the end of 2021, and the New York Fed declared the Treasury repo financing rate, called ...
Matthew Bickersteth +2 more
wiley +1 more source
Private equity renewable energy investments in India. [PDF]
Gandhi HH, Hoex B, Hallam BJ.
europepmc +1 more source

