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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
- via point transformations 2020-09-07 Paper On the generation of arbitrage-free stock price models using Lie symmetry analysis 2017-03-15 Paper Lie symmetry...10 bytes (16 words) - 03:11, 10 December 2023
- equation via symmetry technique 2020-10-06 Paper New candidates for arbitrage-free stock price models via generalized conditional symmetry method 2019-11-13...10 bytes (16 words) - 04:08, 13 December 2023
- Approach to Arbitrage-Free Pricing of Credit Derivatives 2012-02-12 Paper Implied recovery 2009-10-26 Paper A simple approach for pricing equity options...10 bytes (18 words) - 01:26, 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
- Publication Date of Publication Type On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency 2021-03-22 Paper...10 bytes (16 words) - 22:34, 26 December 2023
- Publication Date of Publication Type A note on arbitrage‐free pricing of forward contracts in energy markets 2004-09-06 Paper...10 bytes (16 words) - 01:05, 28 December 2023
- Publication Date of Publication Type A remark on the set of arbitrage‐free prices in a multi‐period model 2018-08-29 Paper A note on identification in...10 bytes (16 words) - 18:51, 24 September 2023
- diffusion and jumps modeling currency markets 2010-02-05 Paper Arbitrage-free option prices on global markets 2009-11-13 Paper...10 bytes (18 words) - 02:21, 13 December 2023
- for Hybrid Securities 2012-02-21 Paper A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives 2012-02-12 Paper When does strategic debt-service...10 bytes (18 words) - 15:06, 12 December 2023
- hendieck problem with vector spins 2022-06-27 Paper On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency...10 bytes (16 words) - 02:08, 25 September 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
- 2022-11-23 Paper On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency 2021-03-22 Paper Pricing Shared-Loss Hedge...10 bytes (19 words) - 18:47, 9 December 2023
- COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES 2012-11-22 Paper NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS...10 bytes (16 words) - 11:20, 6 October 2023
- pathwise Burkholder-Davis-Gundy inequalities 2018-05-18 Paper DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? 2016-07-15 Paper Pathwise versions...10 bytes (16 words) - 13:09, 7 October 2023
- Paper Object models with vector steering 2007-01-25 Paper A note on arbitrage‐free pricing of forward contracts in energy markets 2004-09-06 Paper...10 bytes (16 words) - 09:44, 24 September 2023
- 2022-06-03 Paper American options in nonlinear markets 2021-07-21 Paper Arbitrage-free pricing of derivatives in nonlinear market models 2020-02-17 Paper Integral...10 bytes (16 words) - 00:40, 9 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
- information: the efficient semicircle 2021-12-01 Paper PRICE-ADMISSIBILITY CONDITIONS FOR ARBITRAGE-FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST...10 bytes (19 words) - 15:05, 23 September 2023
- Publication Date of Publication Type ARBITRAGE-FREE OPTION PRICING MODELS 2009-11-04 Paper...10 bytes (16 words) - 02:58, 28 December 2023
