Statistical Arbitrage Strategy - Articles - Scientific Research Publishing

Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis (Articles)

Takahiro Imai, Kei Nakagawa

Journal of Mathematical Finance Vol.10 No.2，May 21, 2020

DOI: 10.4236/jmf.2020.102020 1,534 Downloads 5,466 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
What Is Statistical Arbitrage? (Articles)

Marco Lazzarino, Jenny Berrill, Aleksandar Šević

Theoretical Economics Letters Vol.8 No.5，April 9, 2018

DOI: 10.4236/tel.2018.85063 3,623 Downloads 16,738 Views Citations
Design of Cross-Product Arbitrage Strategy in Forward Market (Articles)

Lieyuan Huang

Technology and Investment Vol.13 No.4，November 8, 2022

DOI: 10.4236/ti.2022.134010 250 Downloads 1,031 Views Citations
Statistical Arbitrage in S&P500 (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1，February 29, 2016

DOI: 10.4236/jmf.2016.61016 4,256 Downloads 8,516 Views Citations
The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect (Articles)

Jianwen Zhang, Guoqiang Tang, Qiaofen Miao, Jingling Yang

Open Journal of Business and Management Vol.7 No.3，May 6, 2019

DOI: 10.4236/ojbm.2019.73075 912 Downloads 2,441 Views Citations
Arbitrage in General Equilibrium (Articles)

Oscar Varela

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34051 7,156 Downloads 9,752 Views Citations
On the Internal Consistency of the Black-Scholes Option Pricing Model (Articles)

Jeremy Berkowitz

Theoretical Economics Letters Vol.3 No.3，June 13, 2013

DOI: 10.4236/tel.2013.33032 4,407 Downloads 6,617 Views Citations
Arbitrage-Free Gaussian Affine Term Structure Model with Observable Factors (Articles)

Gang Wang

Journal of Mathematical Finance Vol.5 No.2，May 5, 2015

DOI: 10.4236/jmf.2015.52013 4,596 Downloads 5,810 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3，July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,509 Downloads 8,533 Views Citations
An Analysis of the Determinants of Arbitrage Spread (Articles)

Etienne Redor

Theoretical Economics Letters Vol.9 No.3，March 12, 2019

DOI: 10.4236/tel.2019.93034 1,007 Downloads 3,368 Views Citations
This article belongs to the Special Issue on Financial Economics
RETRACTED: Stock Future Implementation: CSI 300 Index Rebalance (Articles)

Haoyu Wang, Peng Guo, Yuhan Wang

Modern Economy Vol.10 No.8，August 27, 2019

DOI: 10.4236/me.2019.108123 460 Downloads 1,183 Views Citations
Genetic Algorithm for Arbitrage with More than Three Currencies (Articles)

Adrián Fernández-Pérez, Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero

Technology and Investment Vol.3 No.3，August 31, 2012

DOI: 10.4236/ti.2012.33025 8,215 Downloads 11,102 Views Citations
On Local Times: Application to Pricing Using Bid-Ask (Articles)

Paul C. Kettler, Olivier Menoukeu-Pamen, Frank Proske

Journal of Mathematical Finance Vol.4 No.2，February 19, 2014

DOI: 10.4236/jmf.2014.42008 3,673 Downloads 5,898 Views Citations
Research on the Current Situation and Path of the Local Government’s Supervision of Car-Hailing (Articles)

Di Zhang

American Journal of Industrial and Business Management Vol.8 No.7，July 7, 2018

DOI: 10.4236/ajibm.2018.87111 1,139 Downloads 2,392 Views Citations
Common Currency Area in GCC Region: An Application of Euro Model (Articles)

Waqar Ahmad

American Journal of Industrial and Business Management Vol.11 No.8，August 20, 2021

DOI: 10.4236/ajibm.2021.118055 359 Downloads 2,335 Views Citations
Progress Made towards Consensus on Arbitrage Pricing Theory Macroeconomic Factors: A Brief Review of Literature (Articles)

Chimuka Nyanga, Abubaker Qutieshat

Open Journal of Business and Management Vol.10 No.2，March 17, 2022

DOI: 10.4236/ojbm.2022.102044 361 Downloads 1,824 Views Citations
A Note about Characterization of Calendar Spread Arbitrage in eSSVI Surfaces (Articles)

Leo Pasquazzi

Theoretical Economics Letters Vol.13 No.5，October 30, 2023

DOI: 10.4236/tel.2023.135075 101 Downloads 613 Views Citations
The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets (Articles)

Helen H. Huang, Shunming Zhang

Journal of Mathematical Finance Vol.4 No.2，February 27, 2014

DOI: 10.4236/jmf.2014.42012 5,409 Downloads 8,130 Views Citations
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3，September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,421 Downloads 4,227 Views Citations
The Analysis of Interest Rate Pricing and Its Impact on P2P Platform in the Scalper Arbitrage Environment (Articles)

Jianqing Huang, Xiao Liu

Open Journal of Social Sciences Vol.6 No.4，April 27, 2018

DOI: 10.4236/jss.2018.64015 972 Downloads 2,173 Views Citations

<12 3 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies