On convergence of forecasts in prediction markets
Fuente:
arXiv
Guardado en:
| Autores principales: | Badulina, Nina, Shatilovich, Dmitry, Zhitlukhin, Mikhail |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
por: Anagnostakis, Alexis, et al.
Publicado: (2025)
por: Anagnostakis, Alexis, et al.
Publicado: (2025)
On the structure of increasing profits in a 1D general diffusion market with interest rates
por: Anagnostakis, Alexis, et al.
Publicado: (2025)
por: Anagnostakis, Alexis, et al.
Publicado: (2025)
A cross-border market model with limited transmission capacities
por: Milbradt, Cassandra, et al.
Publicado: (2022)
por: Milbradt, Cassandra, et al.
Publicado: (2022)
The second-order Esscher martingale densities for continuous-time market models
por: Choulli, Tahir, et al.
Publicado: (2024)
por: Choulli, Tahir, et al.
Publicado: (2024)
Pricing American options time-capped by a drawdown event in a Lévy market
por: Palmowski, Zbigniew, et al.
Publicado: (2025)
por: Palmowski, Zbigniew, et al.
Publicado: (2025)
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
por: Choulli, T., et al.
Publicado: (2024)
por: Choulli, T., et al.
Publicado: (2024)
Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
por: Tu, Yun-Feng, et al.
Publicado: (2025)
por: Tu, Yun-Feng, et al.
Publicado: (2025)
Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
por: He, Jian, et al.
Publicado: (2025)
por: He, Jian, et al.
Publicado: (2025)
A discretization scheme for path-dependent FBSDEs and PDEs
por: Jang, Jiuk, et al.
Publicado: (2023)
por: Jang, Jiuk, et al.
Publicado: (2023)
On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
por: Kabanov, Yuri, et al.
Publicado: (2025)
por: Kabanov, Yuri, et al.
Publicado: (2025)
Mean-Field SDEs driven by $G$-Brownian Motion
por: Bollweg, Karl-Wilhelm Georg, et al.
Publicado: (2024)
por: Bollweg, Karl-Wilhelm Georg, et al.
Publicado: (2024)
Multidimensional specific relative entropy between continuous martingales
por: Backhoff, Julio, et al.
Publicado: (2024)
por: Backhoff, Julio, et al.
Publicado: (2024)
Real-world models for multiple term structures: a unifying HJM semimartingale framework
por: Fontana, Claudio, et al.
Publicado: (2024)
por: Fontana, Claudio, et al.
Publicado: (2024)
Markovian projections for Itô semimartingales with jumps
por: Larsson, Martin, et al.
Publicado: (2024)
por: Larsson, Martin, et al.
Publicado: (2024)
On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
por: Alfonsi, Aurélien, et al.
Publicado: (2024)
por: Alfonsi, Aurélien, et al.
Publicado: (2024)
Change of numeraire for weak martingale transport
por: Beiglböck, Mathias, et al.
Publicado: (2024)
por: Beiglböck, Mathias, et al.
Publicado: (2024)
Subleading correction to the Asian options volatility in the Black-Scholes model
por: Pirjol, Dan
Publicado: (2024)
por: Pirjol, Dan
Publicado: (2024)
The Gradient Flow of the Bass Functional in Martingale Optimal Transport
por: Backhoff-Veraguas, Julio, et al.
Publicado: (2024)
por: Backhoff-Veraguas, Julio, et al.
Publicado: (2024)
Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
por: Alaya, Mohamed Ben, et al.
Publicado: (2024)
por: Alaya, Mohamed Ben, et al.
Publicado: (2024)
Inverting the Markovian projection for pure jump processes
por: Larsson, Martin, et al.
Publicado: (2024)
por: Larsson, Martin, et al.
Publicado: (2024)
Max- and min-stability under first-order stochastic dominance
por: Chambers, Christopher, et al.
Publicado: (2024)
por: Chambers, Christopher, et al.
Publicado: (2024)
The critical disordered pinning measure
por: Wei, Ran, et al.
Publicado: (2024)
por: Wei, Ran, et al.
Publicado: (2024)
Discrete approximation of risk-based prices under volatility uncertainty
por: Blessing, Jonas, et al.
Publicado: (2024)
por: Blessing, Jonas, et al.
Publicado: (2024)
On the Martingale Schrödinger Bridge between Two Distributions
por: Nutz, Marcel, et al.
Publicado: (2024)
por: Nutz, Marcel, et al.
Publicado: (2024)
Despite Absolute Information Advantages, All Investors Incur Welfare Loss
por: Liang, Zongxia, et al.
Publicado: (2024)
por: Liang, Zongxia, et al.
Publicado: (2024)
Forward Performance Processes under Multiple Default Risks
por: Chong, Wing Fung, et al.
Publicado: (2026)
por: Chong, Wing Fung, et al.
Publicado: (2026)
On the Skew Stickiness Ratio
por: Fukasawa, Masaaki
Publicado: (2026)
por: Fukasawa, Masaaki
Publicado: (2026)
Local signature-based expansions
por: Bandi, Federico M., et al.
Publicado: (2025)
por: Bandi, Federico M., et al.
Publicado: (2025)
Information-Based Trading
por: Bouzianis, George, et al.
Publicado: (2022)
por: Bouzianis, George, et al.
Publicado: (2022)
Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching
por: Golomoziy, Vitaliy, et al.
Publicado: (2025)
por: Golomoziy, Vitaliy, et al.
Publicado: (2025)
Pricing American Options Time-Capped by a Drawdown Event
por: Palmowski, Zbigniew, et al.
Publicado: (2025)
por: Palmowski, Zbigniew, et al.
Publicado: (2025)
Martingale property and moment explosions in signature volatility models
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)
Regularity of Solutions of Mean-Field $G$-SDEs
por: Bollweg, Karl-Wilhelm Georg, et al.
Publicado: (2025)
por: Bollweg, Karl-Wilhelm Georg, et al.
Publicado: (2025)
Markovian projections for functionals of Itô semimartingales with jumps
por: Larsson, Martin, et al.
Publicado: (2025)
por: Larsson, Martin, et al.
Publicado: (2025)
Martingale expansion for stochastic volatility
por: Fukasawa, Masaaki
Publicado: (2026)
por: Fukasawa, Masaaki
Publicado: (2026)
No arbitrage and multiplicative special semimartingales
por: Platen, Eckhard, et al.
Publicado: (2020)
por: Platen, Eckhard, et al.
Publicado: (2020)
Exploiting arbitrage requires short selling
por: Platen, Eckhard, et al.
Publicado: (2020)
por: Platen, Eckhard, et al.
Publicado: (2020)
Conditional Non-Lattice Integration, Pricing and Superhedging
por: Bender, Christian, et al.
Publicado: (2021)
por: Bender, Christian, et al.
Publicado: (2021)
On the Application of Laplace Transform to the Ruin Problem with Random Insurance Payments and Investments in a Risky Asset
por: Antipov, Viktor
Publicado: (2025)
por: Antipov, Viktor
Publicado: (2025)
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)
Ejemplares similares
-
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
por: Anagnostakis, Alexis, et al.
Publicado: (2025) -
On the structure of increasing profits in a 1D general diffusion market with interest rates
por: Anagnostakis, Alexis, et al.
Publicado: (2025) -
A cross-border market model with limited transmission capacities
por: Milbradt, Cassandra, et al.
Publicado: (2022) -
The second-order Esscher martingale densities for continuous-time market models
por: Choulli, Tahir, et al.
Publicado: (2024) -
Pricing American options time-capped by a drawdown event in a Lévy market
por: Palmowski, Zbigniew, et al.
Publicado: (2025)