:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Ribeiro, Luiza, Street, Alexandre, Arroyo, Jose Manuel, Moreno, Rodrigo
Format:	Preprint
Published:	2025
Subjects:	Systems and Control Theoretical Economics Optimization and Control Computational Finance Pricing of Securities
Online Access:	https://arxiv.org/abs/2505.24159
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Rethinking Beta: A Causal Take on CAPM
by: Cohen, Naftali
Published: (2025)

Dynamic Asset Pricing with α-MEU Model
by: Fan, Jiacheng, et al.
Published: (2025)

Scaling Limits for Exponential Hedging in the Brownian Framework
by: Dolinksy, Yan, et al.
Published: (2025)

Learning to Optimally Stop Diffusion Processes, with Financial Applications
by: Dai, Min, et al.
Published: (2024)

Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
by: Choulli, Tahir, et al.
Published: (2024)

European Options in Market Models with Multiple Defaults: the BSDE approach
by: Grigorova, Miryana, et al.
Published: (2026)

Why `Fair Market Valuations' are Inappropirate for Employee-Owned Firms and Partnerships
by: Ellerman, David
Published: (2025)

Signature approach for pricing and hedging path-dependent options with frictions
by: Jaber, Eduardo Abi, et al.
Published: (2025)

CapOptix: An Options-Framework for Capacity Market Pricing
by: Roy, Millend, et al.
Published: (2025)

Bid--Ask Martingale Optimal Transport
by: Liang, Bryan, et al.
Published: (2026)

Automated Market Making and Arbitrage Profits in the Presence of Fees
by: Milionis, Jason, et al.
Published: (2023)

Automated Market Making and Loss-Versus-Rebalancing
by: Milionis, Jason, et al.
Published: (2022)

Three Remarks On Asset Pricing
by: Olkhov, Victor
Published: (2021)

Market-Based Price Autocorrelation
by: Olkhov, Victor
Published: (2022)

Market-Based Asset Price Probability
by: Olkhov, Victor
Published: (2022)

Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
by: Agarwal, A., et al.
Published: (2024)

Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943
by: Morimoto, Keiichi, et al.
Published: (2026)

Achieving Social Optimality for Energy Communities via Dynamic NEM Pricing
by: Alahmed, Ahmed S., et al.
Published: (2022)

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

Linear Risk Sharing on Networks
by: Charpentier, Arthur, et al.
Published: (2025)

Price Levels in Heterogeneous-Agent Models
by: Höfer, Felix
Published: (2025)

The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
by: Anunrojwong, Jerry, et al.
Published: (2024)

Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
by: Olkhov, Victor
Published: (2023)

Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
by: Olkhov, Victor
Published: (2024)

Optimal Pricing Strategies for Heterogeneous Customers in Dual-Channel Closed-Loop Supply Chains: A Modeling Approach
by: Xiao, Yang, et al.
Published: (2025)

The Power of Simple Menus in Robust Selling Mechanisms
by: Wang, Shixin
Published: (2023)

Time Instability of the Fama-French Multifactor Models: An International Evidence
by: Moriya, Koichiro, et al.
Published: (2022)

Operating-Envelopes-Aware Decentralized Welfare Maximization for Energy Communities
by: Alahmed, Ahmed S., et al.
Published: (2023)

A Decentralized Market Mechanism for Energy Communities under Operating Envelopes
by: Alahmed, Ahmed S., et al.
Published: (2024)

Locational Energy Storage Bid Bounds for Facilitating Social Welfare Convergence
by: Qi, Ning, et al.
Published: (2025)

Here, there and everywhere: state-dependent time-inconsistent stochastic control
by: Possamaï, Dylan, et al.
Published: (2026)

Interest Rate Dynamics and Commodity Prices
by: Gouel, Christophe, et al.
Published: (2023)

A Course in Dynamic Optimization
by: Light, Bar
Published: (2024)

Two-Instrument Screening under Soft Budget Constraints
by: Guo, Xinli
Published: (2025)

Optimal Control of an Epidemic with Intervention Design
by: Ramezanzadeh, Behrooz Moosavi
Published: (2025)

Stochastically Structured Reservoir Computers for Financial and Economic System Identification
by: Banegas, Lendy, et al.
Published: (2025)

Bilevel Programming Problems: A view through Set-valued Optimization
by: Som, Kuntal, et al.
Published: (2025)

Network-Based Optimal Control of Pollution Growth
by: Gozzi, Fausto, et al.
Published: (2024)

A new family of models with generalized orientation in data envelopment analysis
by: Bolos, V. J., et al.
Published: (2025)

Penney's Game Odds From No-Arbitrage
by: Miller, Joshua B.
Published: (2019)