:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Arca, Nahuel I.
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance
Online Access:	https://arxiv.org/abs/2505.18723
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Market Viability and Completeness for Multinomial Models
by: Arca, Nahuel I.
Published: (2025)

Scaling Limits for Exponential Hedging in Trinomial Models
by: Dolinsky, Yan, et al.
Published: (2026)

Financial Relativity: An Information-Geometric Interpretation of Asset Pricing
by: Lin, Li
Published: (2026)

Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
by: Gnawali, Jagdish, et al.
Published: (2024)

Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)

Lévy-Driven Option Pricing without a Riskless Asset
by: Wang, Ziyao
Published: (2025)

Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs
by: Nanyonga, Erina, et al.
Published: (2025)

Quantitative Fundamental Theorem of Asset Pricing
by: Beatrice Acciaio, et al.
Published: (2025)

Spanning Multi‐Asset Payoffs With ReLUs
by: Sébastien Bossu, et al.
Published: (2025)

Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
by: Lindquist, W. Brent, et al.
Published: (2024)

Optimal Control of the Ethena Yield-Bearing Stablecoin
by: Lorig, Matthew
Published: (2026)

Intraday Battery Dispatch for Hybrid Renewable Energy Assets
by: Aung, Thiha, et al.
Published: (2025)

Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
by: Halperin, I., et al.
Published: (2025)

A Geometric Approach To Asset Allocation With Investor Views
by: Antonov, Alexandre V., et al.
Published: (2024)

Equity-Linked Life Insurances on Maximum of Several Assets
by: Gankhuu, Battulga
Published: (2021)

Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
by: Kędra, Jarek, et al.
Published: (2023)

Asset pricing under model uncertainty with discrete time and states
by: Yang, Shuzhen, et al.
Published: (2024)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)

Dynamic Asset Pricing Theory for Life Contingent Risks
by: Ling, Patrick
Published: (2025)

Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution
by: Lin, Li
Published: (2024)

The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning
by: Li, Yu, et al.
Published: (2025)

On the Application of Laplace Transform to the Ruin Problem with Random Insurance Payments and Investments in a Risky Asset
by: Antipov, Viktor
Published: (2025)

Modelling Financial Market Imperfection Using Open Quantum Systems
by: Hicks, Will
Published: (2025)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)

Optimal Clearing Payments in a Financial Contagion Model
by: Calafiore, Giuseppe, et al.
Published: (2021)

Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory
by: Wu, Jiacheng
Published: (2025)

Unifying Market Microstructure and Dynamic Asset Pricing
by: Lauria, Davide, et al.
Published: (2023)

Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels
by: Chen, Zhang, et al.
Published: (2026)

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
by: Ter-Avanesov, Boris, et al.
Published: (2024)

Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
by: Hirano, Tomohiro, et al.
Published: (2022)

Reinforcement Learning for Jump‐Diffusions, With Financial Applications
by: Xuefeng Gao, et al.
Published: (2026)

Robust Asset-Liability Management
by: de Vries, Tjeerd, et al.
Published: (2023)

Fair Volatility: A Framework for Reconceptualizing Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

Modelling High-Frequency Data with Bivariate Hawkes Processes: Power-Law vs. Exponential Kernels
by: Batra, Neal
Published: (2025)

Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
by: Arulkumaran, Rahul, et al.
Published: (2024)

Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives
by: Chatziandreou, Konstantinos, et al.
Published: (2026)

Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
by: Che, Charlie, et al.
Published: (2026)

Quantitative Geometric Market Structuralism: A Framework for Detecting Structural Endpoints in Financial Markets
by: Kavoosi, Amir
Published: (2025)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
by: Buehler, Hans, et al.
Published: (2025)