Arbitrage Bounds - Articles - Scientific Research Publishing

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
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
Bounds for the Zeros of a Polynomial with Restricted Coefficients (Articles)

Abdul Aziz, Bashir Ahmad Zargar

Applied Mathematics Vol.3 No.1, January 4, 2012

DOI: 10.4236/am.2012.31005 4,827 Downloads 8,938 Views Citations
Bounds for the Second Largest Eigenvalue of Real 3 × 3 Symmetric Matrices with Entries Symmetric about the Origin (Articles)

Barini Geoffrey, Kivunge Benard, Jotham Akanga

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36094 4,287 Downloads 7,170 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 4,011 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
Images of Linear Block Codes over Fq+uFq+vFq+uvFq (Articles)

Jane D. Palacio, Virgilio P. Sison

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1006 5,687 Downloads 8,443 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
Novel Bounds for Solutions of Nonlinear Differential Equations (Articles)

A. A. Martynyuk

Applied Mathematics Vol.6 No.1, January 19, 2015

DOI: 10.4236/am.2015.61018 3,439 Downloads 5,240 Views Citations
Time Series Bounds Approach to Foreign Direct Investment, Unemployment and Economic Growth in Uganda (Articles)

Aweng Peter Majok Garang, Kassouri Yacouba, Kacou Kacou Yves Thiery

Modern Economy Vol.9 No.1, January 11, 2018

DOI: 10.4236/me.2018.91006 2,676 Downloads 5,372 Views Citations
Empirical Analysis of Private Consumption in Lesotho: An ARDL Bound Test Approach (Articles)

Moeti Damane

Modern Economy Vol.9 No.3, March 12, 2018

DOI: 10.4236/me.2018.93026 1,253 Downloads 3,801 Views Citations

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