Geometric Arbitrage Theory and Market Dynamics Reloaded
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- Simone Farinelli & Hideyuki Takada, 2019. "The Black-Scholes Equation in Presence of Arbitrage," Papers 1904.11565, arXiv.org, revised Jul 2020.
- Wanxiao Tang & Jun Zhao & Peibiao Zhao, 2019. "Geometric No-Arbitrage Analysis in the Dynamic Financial Market with Transaction Costs," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(1), pages 1-17, February.
- Jean-Pierre Magnot, 2018. "On Mathematical Structures On Pairwise Comparisons Matrices With Coefficients In A Group Arising From Quantum Gravity," Working Papers hal-01835958, HAL.
- Kanjamapornkul, Kabin & Pinčák, Richard & Bartoš, Erik, 2020. "Cohomology theory for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 546(C).
- Jean-Pierre Magnot, 2019. "On Mathematical Structures On Pairwise Comparisons Matrices With Coefficients In A Group Arising From Quantum Gravity," Post-Print hal-01835958, HAL.
- P. Liebrich, 2019. "A Relation between Short-Term and Long-Term Arbitrage," Papers 1909.00570, arXiv.org.
- Jean Pierre Magnot, 2018. "On Multidisciplinary Potential Applications of Gauge Theories," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 7(1), pages 1-2, May.
- Simone Farinelli & Hideyuki Takada, 2019. "When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View," Papers 1906.07164, arXiv.org, revised Jan 2021.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-UPT-2009-10-17 (Utility Models & Prospect Theory)
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