Similar Items: The Arbitrage pricing theory: an assessment of the robustness of empirical techniques employed under conditions of thin trading and in the presence of non-normalities
- No-Arbitrage Option Pricing with Neural SDEs
- Underspecification in the macroeconomic Arbitrage Pricing Theory (APT) linear factor model and the role of the residual market factor
- Thin trading, non-normality and the estimation of systematic risk on small stock markets
- Making cents of yesterday, today and tomorrow : trading rules for volatility arbitrage
- Altruistic Arbitrage and Climate Change Mitigation:Rethinking the Role of Cap and Trade Policies
- Liquidity risk and no arbitrage