Image de couverture de livre

Market Viability and Completeness for Multinomial Models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Arca, Nahuel I.
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Bulls vs Bears: a Trinomial Model of a Financial Asset
par: Arca, Nahuel I.
Publié: (2025)

Rough SABR Forward Market Model
par: Adachi, Reo, et autres
Publié: (2025)

Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
par: Ferrari, Giorgio, et autres
Publié: (2026)

A Cross‐Border Market Model with Limited Transmission Capacities
par: Dörte Kreher, et autres
Publié: (2025)

Market information of the fractional stochastic regularity model
par: Angelini, Daniele, et autres
Publié: (2024)

Three-Currency HJM for Brazilian Credit Markets
par: Coelho, Raphael
Publié: (2026)

Reinforcement Learning in Non-Markov Market-Making
par: Lalor, Luca, et autres
Publié: (2024)

Distributions of Historic Market Data -- Relaxation and Correlations
par: Moghaddam, M. Dashti, et autres
Publié: (2019)

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

Modelling Financial Market Imperfection Using Open Quantum Systems
par: Hicks, Will
Publié: (2025)

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

Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
par: Mohanty, Hardhik, et autres
Publié: (2025)

Decentralized Prediction Markets and Sports Books
par: Hamed Amini, et autres
Publié: (2025)

Partially Active Automated Market Makers
par: Ko, Sunghun
Publié: (2026)

Market Reactions to Material Cybersecurity Incident Disclosures
par: Block, Maxwell
Publié: (2025)

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
par: Lalor, Luca, et autres
Publié: (2025)

Funding-Aware Optimal Market Making for Perpetual DEXs
par: Le, Nam Anh
Publié: (2026)

Optimal Design of Automated Market Makers on Decentralized Exchanges
par: He, Xue Dong, et autres
Publié: (2024)

Variance-Hawkes Process and its Application to Energy Markets
par: McGillivray, Joshua, et autres
Publié: (2024)

Equilibrium Reward for Liquidity Providers in Automated Market Makers
par: Alif Aqsha, et autres
Publié: (2026)

Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
par: Qiu, Jinniao, et autres
Publié: (2024)

The Price of Liquidity: Implied Volatility of Automated Market Maker Fees
par: Bichuch, Maxim, et autres
Publié: (2025)

Order Routing and Market Quality: Who Benefits From Internalization?
par: Umut Çeti̇n, et autres
Publié: (2025)

An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
par: Najnudel, Joseph, et autres
Publié: (2024)

Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
par: Urusov, Andrey, et autres
Publié: (2024)

Dynamic Liquidity Provision in Decentralized Markets: Strategy Optimization and Performance Evaluation in Concentrated Liquidity AMMs
par: Urusov, Andrey, et autres
Publié: (2025)

Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
par: Kędra, Jarek, et autres
Publié: (2023)

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
par: Luwang, Salam Rabindrajit, et autres
Publié: (2026)

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

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
par: Drissi, Fayçal, et autres
Publié: (2025)

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
par: Halperin, Igor, et autres
Publié: (2025)

Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models
par: Cheng, Liexin, et autres
Publié: (2024)

A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
par: Laudagé, Christian, et autres
Publié: (2023)

Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
par: Hicks, Will
Publié: (2024)

Large Platonic Markets with Delays
par: Limmer, Yannick, et autres
Publié: (2021)

SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile
par: Tsuchiya, Osamu
Publié: (2026)

Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
par: Hu, Ruimeng, et autres
Publié: (2026)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
par: Zeller, Simon Caspar, et autres
Publié: (2025)

Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle
par: Hicks, Will
Publié: (2026)

Combined Mutiplicative-Heston Model for Stochastic Volatility
par: Moghaddam, M. Dashti, et autres
Publié: (2018)