Search Results - subject:"PRICING"

Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules

Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1242-1262

Persistent link: https://www.econbiz.de/10015149385

Money-metric valuation of assets

Shah, Sudhir A. - 2024

Persistent link: https://www.econbiz.de/10014553243

Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space

Zastawniak, Tomasz - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 137-149

Persistent link: https://www.econbiz.de/10015044789

Arbitrage and non-linear taxes

Becker, Marcus; Löffler, Andreas - 2024

Persistent link: https://www.econbiz.de/10015135887

The impact of the last two presidential periods on the performance of the Indonesia stock exchanges : an approach of arbitrage pricing theory

Garnia, Erna; Nainggolan, Ida Margareta - In: Contemporary economics 18 (2024) 3, pp. 301-320

Stock Exchange (IDX) and the differences in their effects on the last two presidential terms using the Arbitrage Pricing …

Persistent link: https://www.econbiz.de/10015189610

Price matching in online retail

Bottasso, Anna; Robbiano, Simone; Marocco, Paolo - 2025

Persistent link: https://www.econbiz.de/10015398314

Arbitrage pricing in convex, cash-additive markets

Lécuyer, Emy; Riedel, Frank; Stanca, Lorenzo - 2024

We consider superhedging and no-arbitrage pricing in markets with a convex and cash-additive structure and derive an … probability used in pricing. We demonstrate that the existence of a strictly positive probability within the domain of the … payoffs, is necessary and sufficient to prevent arbitrage opportunities. Furthermore, we explore entropy pricing as a notable …

Persistent link: https://www.econbiz.de/10015076391

Cross-section without factors : a string model for expected returns

Distaso, Walter; Mele, Antonio; Vilkov, Grigory - In: Quantitative finance 24 (2024) 6, pp. 693-718

Persistent link: https://www.econbiz.de/10015050788

Bitcoin arbitrage and exchange default risk

Guo, Weiwei; Jahanshahloo, Hossein - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015196494

Wish or reality? : on the exploitability of triangular arbitrage in cryptocurrency markets

Muck, Matthias; Schmidl, Thomas; Wolf, Julian - In: Finance research letters 73 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015210351