Results 241 to 250 of about 87,733 (349)
Arbitrage-Free Estimation of the Risk-Neutral Density from the Implied Volatility Smile
Bernhard Brunner, Reinhold Hafner
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Property as power: A theory of representation
Journal of Social Philosophy, EarlyView.
Rutger Claassen
wiley +1 more source
Speed of Adjustment in Digital Assets in a Decentralized Financial World
ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah +3 more
wiley +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
Risk Arbitrage and Hedging to Acceptability
Emmanuel Lépinette, Ilya Molchanov
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Risk Aversion, the Analysis and Improvement of Risk-Free Arbitrage Based on CBOE Data
Tianchi Lu +3 more
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Ideology, Domination, and the Rights of Labor Migrants
Journal of Social Philosophy, EarlyView.
Tully Rector
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ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
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Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Kumar S, Wilmott CM.
europepmc +1 more source
Risk Arbitrage and the Information Content of Hedge Fund Trading
Charles Cao +3 more
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