Search Results - subject:"Pricing"

Assessing the extent of exchange rate risk pricing in equity markets : emerging versus developed economies

Bonga-Bonga, Lumengo; Mpoha, Salifya - In: African journal of economic and management studies 16 (2025) 1, pp. 148-159

Persistent link: https://www.econbiz.de/10015414818

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

Pricing of contingent claims in large markets

Mostovyi, Oleksii; Siorpaes, Pietro - In: Finance and stochastics 29 (2025) 1, pp. 177-217

Persistent link: https://www.econbiz.de/10015394781

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; Riadi, Deden Rizal; Tahmat, T; … - 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

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

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