Cover Image

Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Adachi, Takanori, Hara, Keisuke
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Category Theory 91G15, 18G60, 55U10, 60G42, 81Q70
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Martingale Cohomology, Holonomy, and Homological Arbitrage
by: Adachi, Takanori
Published: (2026)

Separating Times for One-Dimensional General Diffusions
by: Criens, David, et al.
Published: (2022)

Strassen's theorem for biased convex order
by: Acciaio, Beatrice, et al.
Published: (2025)

Pricing VIX options under the Heston-Hawkes stochastic volatility model
by: Font, Oriol Zamora
Published: (2024)

Criteria for the absence of arbitrage in general diffusion markets
by: Criens, David, et al.
Published: (2023)

Convergence of martingales via enriched dagger categories
by: Perrone, Paolo, et al.
Published: (2024)

No arbitrage and the existence of ACLMMs in general diffusion models
by: Criens, David, et al.
Published: (2024)

Wick theorem for analytic functions of Gaussian fields
by: Coppini, Fabio, et al.
Published: (2025)

Extremal Process of Last Progeny Modified Branching Random Walks
by: Ghosh, Partha Pratim, et al.
Published: (2024)

Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
by: Alaya, Mohamed Ben, et al.
Published: (2024)

On extremes for Gaussian subordination
by: Bai, Shuyang, et al.
Published: (2025)

Geometric Martingale Benamou-Brenier transport and geometric Bass martingales
by: Backhoff, Julio, et al.
Published: (2024)

Model-independent upper bounds for the prices of Bermudan options with convex payoffs
by: Hobson, David, et al.
Published: (2025)

Bridging classical and martingale Schrödinger bridges
by: Backhoff, Julio, et al.
Published: (2026)

Betting Around the Clock: Time Change and Long Term Model Risk
by: Cherubini, Umberto
Published: (2026)

A Limit in Law for the Cover Time and Last Visited Vertex of Wired Planar Domains
by: Louidor, Oren, et al.
Published: (2026)

Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by: Alòs, Elisa, et al.
Published: (2025)

The Slepian model based independent interval approximation of persistency and zero-level excursion distributions
by: Bengtsson, Henrik, et al.
Published: (2024)

Geometric Observables for Financial Regime Detection
by: Hammond, Will
Published: (2026)

Convergence rates for Backward SDEs driven by Lévy processes
by: Liu, Chenguang, et al.
Published: (2024)

Stopping Times Occurring Simultaneously
by: Protter, Philip, et al.
Published: (2021)

Dependent Default Modeling through Multivariate Generalized Cox Processes
by: Gueye, Djibril, et al.
Published: (2025)

Quantitative Fundamental Theorem of Asset Pricing
by: Acciaio, Beatrice, et al.
Published: (2022)

Poisson approximation of large-lifetime cycles
by: Hirsch, Christian, et al.
Published: (2024)

A unified theory of order flow, market impact, and volatility
by: Muhle-Karbe, Johannes, et al.
Published: (2026)

The Mean Field Market Model Revisited
by: Hasenbichler, Manuel, et al.
Published: (2023)

Filtering in a hazard rate change-point model with financial and life-insurance applications
by: Buttarazzi, Matteo, et al.
Published: (2025)

Unsupervised Learning-based Calibration Scheme for Rough Volatility Models
by: Teng, Changqing, et al.
Published: (2024)

Local repulsion between zeros and critical points of the Gaussian Entire Function
by: Haimi, Antti, et al.
Published: (2025)

Universal basic income in a financial equilibrium
by: Weston, Kim
Published: (2026)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)

Risk premium and rough volatility
by: Bonesini, Ofelia, et al.
Published: (2024)

Short-rate models with stochastic discontinuities: a PDE approach
by: Calvia, Alessandro, et al.
Published: (2025)

Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
by: Baños, David R., et al.
Published: (2023)

Radner equilibrium with population growth
by: Choi, Jin Hyuk, et al.
Published: (2025)

Torsion models for tensor-triangulated categories
by: Balchin, Scott, et al.
Published: (2025)

Martingale theory for Dynkin games with asymmetric information
by: De Angelis, Tiziano, et al.
Published: (2025)

Probabilistic Analysis of Scalogram Ridges in Signal Processing
by: Liu, Gi-Ren, et al.
Published: (2024)

On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
by: Das, Kaustav, et al.
Published: (2021)

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
by: Karmi, Sohaib El
Published: (2026)