Arbitrage Spread - Articles - Scientific Research Publishing

Dynamic Correlation between Implied Volatility Spreads and Movement of CSI 300 ETF: Regime Identification (Articles)

Han Yang, Yintao Hu, Zhijing Wang, Naixue Xiong, Rui Liang, Jerome Yen

Open Journal of Social Sciences Vol.14 No.3, March 31, 2026

DOI: 10.4236/jss.2026.143037 85 Downloads 532 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 6,820 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 5,223 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 2,005 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
Frequency Hopping Spread Spectrum Security Improvement with Encrypted Spreading Codes in a Partial Band Noise Jamming Environment (Articles)

Amirhossein Ebrahimzadeh, Abolfazl Falahati

Journal of Information Security Vol.4 No.1, January 30, 2013

DOI: 10.4236/jis.2013.41001 6,413 Downloads 12,025 Views Citations
Modeling and Simulation of CDMA Codes in Scilab (Articles)

Mouhamed Fadel Diagana, Serigne Bira Gueye

International Journal of Communications, Network and System Sciences Vol.8 No.7, July 23, 2015

DOI: 10.4236/ijcns.2015.87027 5,875 Downloads 8,508 Views Citations
EEA algorithm model in estimating spread and evaluating countermeasures on high performance computing (Articles)

Si-Yuan Liu, Chao Liu, Yu Liu, Yi-Ming Luo, Gao-Jin Wen, Jian-Ping Fan

Journal of Biomedical Science and Engineering Vol.2 No.1, February 13, 2009

DOI: 10.4236/jbise.2009.21008 6,215 Downloads 10,361 Views Citations
Fractional Sampling Improves Performance of UMTS Code Acquisition (Articles)

Francesco Benedetto, Gaetano Giunta

Engineering Vol.1 No.1, June 3, 2009

DOI: 10.4236/eng.2009.11001 7,099 Downloads 11,544 Views Citations
Self-Encoded Multiple Access Multiuser Convolutional Codes in Uplink and Downlink Cellular Systems (Articles)

Jong Hak JUNG, Won Mee JANG, Lim NGUYEN

International Journal of Communications, Network and System Sciences Vol.2 No.4, July 16, 2009

DOI: 10.4236/ijcns.2009.24027 4,773 Downloads 8,226 Views Citations
Performance of Block Space-Time Code in Wireless Channel Dynamics (Articles)

Won Mee JANG, Jong Hak JUNG

International Journal of Communications, Network and System Sciences Vol.2 No.6, September 22, 2009

DOI: 10.4236/ijcns.2009.26050 6,030 Downloads 10,936 Views Citations
Modified Ceiling Bounce Model for Computing Path Loss and Delay Spread in Indoor Optical Wireless Systems (Articles)

K. SMITHA, A. SIVABALAN, J. JOHN

International Journal of Communications, Network and System Sciences Vol.2 No.8, November 17, 2009

DOI: 10.4236/ijcns.2009.28087 6,201 Downloads 11,652 Views Citations
Mode of pollen spread in clonal seed orchard of Pinus koraiensis (Articles)

Fu-Juan Feng, Xin Sui, Min-Min Chen, Dan Zhao, Hi-Jie Han, Mai-He Li

Journal of Biophysical Chemistry Vol.1 No.1, June 1, 2010

DOI: 10.4236/jbpc.2010.11004 6,123 Downloads 11,205 Views Citations

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