Cover Image

Does the Market Anticipate? Can it? Should it?

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Wren, Kangda Ken
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance 62M20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Risk-Neutral Equivalent Pricing of Model-Uncertainty
by: Wren, Ken Kangda
Published: (2025)

Asymptotic Expansions for High-Frequency Option Data
by: Chong, Carsten H., et al.
Published: (2023)

Linking Path-Dependent and Stochastic Volatility Models
by: Cohen, Samuel N., et al.
Published: (2025)

Pricing and hedging for liquidity provision in Constant Function Market Making
by: Risk, Jimmy, et al.
Published: (2026)

Information-Theoretic Approach to Financial Market Modelling
by: Platen, Eckhard
Published: (2026)

Deep Learning Forecasting of the U.S. Aggregate Bond Index
by: Verma, Ajay Kumar, et al.
Published: (2026)

Sparse Portfolio selection via Bayesian Multiple testing
by: Das, Sourish, et al.
Published: (2017)

An `Inverse' Experimental Framework to Estimate Market Efficiency
by: Asikis, Thomas, et al.
Published: (2026)

Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling
by: Riscos, Agustín M. de los, et al.
Published: (2025)

Free Lunches with Vanishing Risks Most Likely Exist
by: Platen, Eckhard, et al.
Published: (2025)

Information-minimizing stationary financial market dynamics
by: Platen, Eckhard
Published: (2025)

Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling
by: Pontiggia, Milan
Published: (2025)

Pricing under the Benchmark Approach
by: Platen, Eckhard
Published: (2025)

Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)

Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)

A Note on Inferential Decisions, Errors and Path-Dependency
by: Wren, Kangda K.
Published: (2025)

A Wiener Chaos Approach to Martingale Modelling and Implied Volatility Calibration
by: Diaz-Lozano, Pere, et al.
Published: (2026)

Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
by: Atsiwo, Abraham, et al.
Published: (2024)

Nonparametric Bayesian volatility learning under microstructure noise
by: Gugushvili, Shota, et al.
Published: (2018)

Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
by: Roshka, Oleg
Published: (2026)

Spurious Predictability in Financial Machine Learning
by: Nikolopoulos, Sotirios D.
Published: (2026)

Statistical inference for rough volatility: Central limit theorems
by: Chong, Carsten, et al.
Published: (2022)

Path-dependent Kyle equilibrium model
by: Corcuera, José M., et al.
Published: (2020)

A mathematical framework for modelling CLMM dynamics in continuous time
by: Tung, Shen-Ning, et al.
Published: (2024)

Curved Greeks: A Geometric Layer for Option P&L Adjustments
by: Velasco, Pedro Pablo Pérez, et al.
Published: (2026)

Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing
by: Wang, Yingli, et al.
Published: (2025)

A New Stock Market Valuation Measure with Applications to Retirement Planning
by: Sarantsev, Andrey
Published: (2019)

JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression
by: Wakimoto, Hirofumi
Published: (2026)

Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model
by: Barzykin, Alexander
Published: (2026)

Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions
by: Schroers, Dennis
Published: (2024)

Joint calibration to SPX and VIX options with signature-based models
by: Cuchiero, Christa, et al.
Published: (2023)

A Regression-Based Share Market Prediction Model for Bangladesh
by: Fabiha, Syeda Tasnim, et al.
Published: (2025)

Switching between states and the COVID-19 turbulence
by: Aarab, Ilias
Published: (2025)

Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
by: Manolakis, Efstratios, et al.
Published: (2026)

Understanding the Long-Only Minimum Variance Portfolio
by: Gunther, Nick L., et al.
Published: (2026)

Portfolio optimisation with options
by: Chan, Jonathan Raimana, et al.
Published: (2021)

Understanding the Commodity Futures Term Structure Through Signatures
by: Krishnan, Hari P., et al.
Published: (2025)

A pure dual approach for hedging Bermudan options
by: Alfonsi, Aurélien, et al.
Published: (2024)

Financial resilience of agricultural and food production companies in Spain: A compositional cluster analysis of the impact of the Ukraine-Russia war (2021-2023)
by: Hernandez-Romero, Mike, et al.
Published: (2025)

An Infinite-Dimensional Insider Trading Game
by: Keller, Christian, et al.
Published: (2026)