No-Arbitrage Conditions - Articles - Scientific Research Publishing

Interest-Rate Modeling Conundrums (Articles)

Peter C. L. Lin

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45030 4,308 Downloads 5,637 Views Citations
Arbitrage in General Equilibrium (Articles)

Oscar Varela

Modern Economy Vol.3 No.4, July 24, 2012

DOI: 10.4236/me.2012.34051 7,309 Downloads 10,247 Views Citations
On the Internal Consistency of the Black-Scholes Option Pricing Model (Articles)

Jeremy Berkowitz

Theoretical Economics Letters Vol.3 No.3, June 13, 2013

DOI: 10.4236/tel.2013.33032 4,548 Downloads 7,103 Views Citations
Arbitrage-Free Gaussian Affine Term Structure Model with Observable Factors (Articles)

Gang Wang

Journal of Mathematical Finance Vol.5 No.2, May 5, 2015

DOI: 10.4236/jmf.2015.52013 4,716 Downloads 6,217 Views Citations
Design of Cross-Product Arbitrage Strategy in Forward Market (Articles)

Lieyuan Huang

Technology and Investment Vol.13 No.4, November 8, 2022

DOI: 10.4236/ti.2022.134010 375 Downloads 1,591 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3, July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,617 Downloads 9,006 Views Citations
What Is Statistical Arbitrage? (Articles)

Marco Lazzarino, Jenny Berrill, Aleksandar Šević

Theoretical Economics Letters Vol.8 No.5, April 9, 2018

DOI: 10.4236/tel.2018.85063 4,342 Downloads 20,344 Views Citations
An Analysis of the Determinants of Arbitrage Spread (Articles)

Etienne Redor

Theoretical Economics Letters Vol.9 No.3, March 12, 2019

DOI: 10.4236/tel.2019.93034 1,134 Downloads 4,012 Views Citations
This article belongs to the Special Issue on Financial Economics
RETRACTED: Stock Future Implementation: CSI 300 Index Rebalance (Articles)

Haoyu Wang, Peng Guo, Yuhan Wang

Modern Economy Vol.10 No.8, August 27, 2019

DOI: 10.4236/me.2019.108123 603 Downloads 1,554 Views Citations
Genetic Algorithm for Arbitrage with More than Three Currencies (Articles)

Adrián Fernández-Pérez, Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero

Technology and Investment Vol.3 No.3, August 31, 2012

DOI: 10.4236/ti.2012.33025 8,373 Downloads 11,691 Views Citations
On Local Times: Application to Pricing Using Bid-Ask (Articles)

Paul C. Kettler, Olivier Menoukeu-Pamen, Frank Proske

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42008 3,806 Downloads 6,315 Views Citations
Research on the Current Situation and Path of the Local Government’s Supervision of Car-Hailing (Articles)

Di Zhang

American Journal of Industrial and Business Management Vol.8 No.7, July 7, 2018

DOI: 10.4236/ajibm.2018.87111 1,241 Downloads 2,812 Views Citations
Common Currency Area in GCC Region: An Application of Euro Model (Articles)

Waqar Ahmad

American Journal of Industrial and Business Management Vol.11 No.8, August 20, 2021

DOI: 10.4236/ajibm.2021.118055 480 Downloads 2,908 Views Citations
Progress Made towards Consensus on Arbitrage Pricing Theory Macroeconomic Factors: A Brief Review of Literature (Articles)

Chimuka Nyanga, Abubaker Qutieshat

Open Journal of Business and Management Vol.10 No.2, March 17, 2022

DOI: 10.4236/ojbm.2022.102044 514 Downloads 2,475 Views Citations
A Note about Characterization of Calendar Spread Arbitrage in eSSVI Surfaces (Articles)

Leo Pasquazzi

Theoretical Economics Letters Vol.13 No.5, October 30, 2023

DOI: 10.4236/tel.2023.135075 171 Downloads 1,088 Views Citations
The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets (Articles)

Helen H. Huang, Shunming Zhang

Journal of Mathematical Finance Vol.4 No.2, February 27, 2014

DOI: 10.4236/jmf.2014.42012 5,595 Downloads 8,672 Views Citations
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3, September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,533 Downloads 4,609 Views Citations
Statistical Arbitrage in S&P500 (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1, February 29, 2016

DOI: 10.4236/jmf.2016.61016 4,489 Downloads 9,472 Views Citations
The Analysis of Interest Rate Pricing and Its Impact on P2P Platform in the Scalper Arbitrage Environment (Articles)

Jianqing Huang, Xiao Liu

Open Journal of Social Sciences Vol.6 No.4, April 27, 2018

DOI: 10.4236/jss.2018.64015 1,076 Downloads 2,633 Views Citations
Hedging the Treasury Lock (Articles)

Mario Pucci

Journal of Mathematical Finance Vol.9 No.3, August 13, 2019

DOI: 10.4236/jmf.2019.93018 3,203 Downloads 12,054 Views Citations

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