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- Type Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces 2014-09-29 Paper An analytical formula for pricing \(m\)-th to default swaps 2014-08-05...10 bytes (16 words) - 15:47, 11 December 2023
- theory 2023-10-17 Paper The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time 2021-07-06 Paper Dynamically consistent alpha‐maxmin...10 bytes (16 words) - 18:03, 13 December 2023
- Paper Arbitrage and price revelation with asymmetric information and incomplete markets 2003-04-02 Paper Economic equilibrium: Optimality and price decentralization...10 bytes (17 words) - 12:23, 28 January 2024
- Disentangling price, risk and model risk: V\&R measures 2018-04-16 Paper Model-free superhedging duality 2017-09-15 Paper Universal arbitrage aggregator in...10 bytes (16 words) - 15:12, 7 December 2023
- markets 2021-05-20 Paper No-arbitrage with multiple-priors in discrete time 2021-02-18 Paper Risk-neutral pricing for arbitrage pricing theory 2020-07-14 Paper...10 bytes (16 words) - 01:55, 12 December 2023
- Lévy-driven price processes 2016-09-07 Paper On Supremal and Maximal Sets with Respect to Random Partial Orders 2016-05-13 Paper Robust No Arbitrage of the...10 bytes (16 words) - 00:59, 11 December 2023
- Paper On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion 2004-09-06 Paper A note on arbitrage‐free pricing of forward...10 bytes (19 words) - 10:32, 9 December 2023
- information 2005-09-12 Paper Arbitrage and equilibrium in strategic security markets 2004-09-22 Paper Convergence to no arbitrage equilibria in market games...10 bytes (18 words) - 01:48, 12 December 2023
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints 2015-05-06 Paper Option Data and Modeling...10 bytes (18 words) - 07:43, 13 December 2023
- firms: Prices versus quantities. 2003-07-01 Paper The price of pollution: A dual approach to valuing \(SO_2\) allowances 1999-04-08 Paper An arbitrage-free...10 bytes (18 words) - 12:59, 13 December 2023
- Intertemporal Asset Pricing with Heterogeneous Beliefs 2007-11-21 Paper Aggregation of heterogeneous beliefs 2006-12-07 Paper Arbitrage and state price deflators...10 bytes (17 words) - 22:51, 8 December 2023
- learning model for crude oil price forecasting 2018-05-14 Paper Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand 2018-02-16...10 bytes (18 words) - 03:44, 9 December 2023
- estimation of generalized security price processes from high frequency derivative prices 2013-10-29 Paper Arbitrage-free valuation of interest rate securities...10 bytes (18 words) - 16:07, 11 December 2023
- Equilibrium and arbitrage in incomplete asset markets with fixed prices 2002-12-02 Paper The identification of preferences from equilibrium prices under uncertainty...10 bytes (18 words) - 11:28, 11 December 2023
- Consistent price systems in multiasset markets 2012-09-06 Paper Arbitrage-free models in markets with transaction costs 2012-06-22 Paper No arbitrage conditions...10 bytes (16 words) - 12:28, 6 October 2023
- Paper Interest rate futures: estimation of volatility parameters in an arbitrage-free framework 2002-09-04 Paper https://portal.mardi4nfdi.de/entity/Q2715555...10 bytes (16 words) - 03:53, 13 December 2023
- Model-Free Feedback Controller 2017-05-03 Paper https://portal.mardi4nfdi.de/entity/Q2832143 2016-11-07 Paper SDP relaxation of arbitrage pricing bounds...10 bytes (18 words) - 17:24, 8 December 2023
- parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets 2016-09-07 Paper Arbitrage and asset market...10 bytes (18 words) - 17:38, 9 December 2023
- Dynamic Risk Measures for Deep Reinforcement Learning 2024-01-05 Paper Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders...10 bytes (16 words) - 23:37, 10 December 2023
- problem 2009-02-25 Paper The Notion of Arbitrage and Free Lunch in Mathematical Finance 2008-09-29 Paper Asymptotic arbitrage and large deviations 2008-09-04...10 bytes (17 words) - 21:33, 8 December 2023
