No-Arbitrage - Articles - Scientific Research Publishing

Pricing Strategies of Pharmaceutical Wholesalers in Zimbabwe and Their Impact on Service Provision (Articles)

Pias Tomupei Musiza

Open Access Library Journal Vol.10 No.5, May 26, 2023

DOI: 10.4236/oalib.1110185 273 Downloads 2,422 Views Citations
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data (Articles)

Wei Zhuo, Xiujuan Zhao, Zhou Zhou, Shouyang Wang

iBusiness Vol.4 No.1, March 31, 2012

DOI: 10.4236/ib.2012.41009 7,440 Downloads 13,686 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1, January 31, 2013

DOI: 10.4236/me.2013.41009 4,339 Downloads 6,821 Views Citations
Semimartingale Property and Its Connections to Arbitrage (Articles)

Sallieu Kabay Samura, Junjun Mao, Dengbao Yao

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32023 3,986 Downloads 7,181 Views Citations
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 4,359 Downloads 5,726 Views Citations
Commodity Arbitrage and the Law of One Price: Setting the Record Straight (Articles)

John Pippenger

Theoretical Economics Letters Vol.6 No.5, September 23, 2016

DOI: 10.4236/tel.2016.65101 1,961 Downloads 5,224 Views Citations
This article belongs to the Special Issue on Exchange Rates and Prices
An Implicit-Explicit Computational Method Based on Time Semi-Discretization for Pricing Financial Derivatives with Jumps (Articles)

Yang Wang

Open Journal of Statistics Vol.8 No.2, April 24, 2018

DOI: 10.4236/ojs.2018.82022 876 Downloads 2,006 Views Citations
The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect (Articles)

Jianwen Zhang, Guoqiang Tang, Qiaofen Miao, Jingling Yang

Open Journal of Business and Management Vol.7 No.3, May 6, 2019

DOI: 10.4236/ojbm.2019.73075 1,075 Downloads 3,365 Views Citations
The Barrier Binary Options (Articles)

Min Gao, Zhenfeng Wei

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101010 1,644 Downloads 6,523 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1, January 29, 2022

DOI: 10.4236/jfrm.2022.111003 582 Downloads 3,492 Views Citations
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.4, November 7, 2023

DOI: 10.4236/jmf.2023.134027 372 Downloads 1,617 Views Citations
Arbitrageur, Speculator, and Liquidity Trader: A Behavioral Spot Exchange Rate Model (Articles)

Yue Ma

Journal of Mathematical Finance Vol.15 No.2, May 20, 2025

DOI: 10.4236/jmf.2025.152014 109 Downloads 699 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 1,007 Downloads 2,588 Views Citations

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