Results 231 to 240 of about 7,235,439 (370)
Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]
Sci RepRebentrost P +4 more
europepmc +1 more source
Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
, 2015 Marco Giacoletti +2 more
openalex +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.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
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
, 2018 This paper examines the existence of risk arbitrage in the Nordic market. The study includes 182 public cash offers from 2007 to 2016, and three differently weighted risk arbitrage portfolios consisting of Norwegian, Swedish, Danish and Finnish transactions.
openaire +1 more source
Tax Arbitrage with Risk and Effort Aversion Swedish Lottery Bonds 1970-1990
, 2011 Kristian Rydqvist
openalex +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.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
AI-enhanced multi-timescale optimization strategy for virtual power plants: Advancing losad forecasting and dynamic demand response integration. [PDF]
PLoS OneXu G +5 more
europepmc +1 more source
Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source