:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Lim, Hong Beng, Xu, Mengyi, Zhou, Kenneth Q.
Formato:	Preprint
Publicado:	2026
Materias:	Pricing of Securities
Acceso en línea:	https://arxiv.org/abs/2602.04791
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
por: Calvelli, Alessio
Publicado: (2022)

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

The Co-Pricing Factor Zoo
por: Dickerson, Alexander, et al.
Publicado: (2026)

Priced risk in corporate bonds
por: Dickerson, Alexander, et al.
Publicado: (2026)

Data-driven Option Pricing
por: Dai, Min, et al.
Publicado: (2024)

Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions
por: Hong, Yoonsik, et al.
Publicado: (2025)

An Asymmetric Capital Asset Pricing Model
por: Hatemi-J, Abdulnasser
Publicado: (2024)

A3T-GCN for FTSE100 Components Price Forecasting
por: Paredes, A. L.
Publicado: (2025)

Asset Pricing in the Presence of Market Microstructure Noise
por: Yegon, Peter, et al.
Publicado: (2025)

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

Asset Pricing Model in Markets of Imperfect Information and Subjective Views
por: Lalioui, Hafid, et al.
Publicado: (2025)

Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing
por: Higgins, Mark
Publicado: (2026)

Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation
por: Kyakutwika, Nelson, et al.
Publicado: (2025)

Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach
por: Xu, Maochun, et al.
Publicado: (2026)

Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks
por: Molla, Hasib Uddin, et al.
Publicado: (2025)

Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps
por: Karimi, Nader
Publicado: (2025)

Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
por: Perotti, Leonardo, et al.
Publicado: (2025)

A Unifying Approach for the Pricing of Debt Securities
por: Vachon, Marie-Claude, et al.
Publicado: (2024)

Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
por: Goudenège, Ludovic, et al.
Publicado: (2025)

Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing
por: Case, Giacomo
Publicado: (2025)

Stochastic PDEs and Quantitative Finance: The Black-Scholes-Merton Model of Options Pricing and Riskless Trading
por: Kaplowitz, Brandon, et al.
Publicado: (2012)

Large Language Models and Futures Price Factors in China
por: Cheng, Yuhan, et al.
Publicado: (2025)

Option Pricing with Time-Varying Volatility Risk Aversion
por: Hansen, Peter Reinhard, et al.
Publicado: (2022)

Multi-Task Dynamic Pricing in Credit Market with Contextual Information
por: Javanmard, Adel, et al.
Publicado: (2024)

Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets
por: Lee, Ting-Jung, et al.
Publicado: (2025)

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
por: Hou, Liang, et al.
Publicado: (2024)

Perpetual Futures Pricing
por: Ackerer, Damien, et al.
Publicado: (2023)

European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis
por: Nzokem, A. H.
Publicado: (2023)

GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market
por: Gu, Ming, et al.
Publicado: (2025)

On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework
por: Wolf, Mark-Oliver
Publicado: (2025)

Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
por: Mensah, Abigail Anokyewaa, et al.
Publicado: (2026)

Pricing of wrapped Bitcoin and Ethereum on-chain options
por: Zbandut, Anastasiia
Publicado: (2025)

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

Common Idiosyncratic Quantile Factors and Asset Prices
por: Barunik, Jozef, et al.
Publicado: (2022)

Pricing of European Calls with the Quantum Fourier Transform
por: Ewen, Tom
Publicado: (2024)

Quantum Amplitude Loading for Rainbow Options Pricing
por: Cibrario, Francesca, et al.
Publicado: (2024)

Electricity Price Forecasting in the Irish Balancing Market
por: O'Connor, Ciaran, et al.
Publicado: (2024)

A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
por: Guo, Chao, et al.
Publicado: (2023)

Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective
por: Chen, Xiaowei, et al.
Publicado: (2024)

Analytic Pricing of SOFR Futures Contracts with Smile and Skew
por: Romero-Bermúdez, Aurelio, et al.
Publicado: (2024)