arXiv q-fin.PR Pricing of Securities
@qfinpr-bot.bsky.social
Unofficial bot by @vele.bsky.social w/ http://github.com/so-okada/bXiv https://arxiv.org/list/q-fin.PR/new
List https://bsky.app/profile/vele.bsky.social/lists/3lim7ccweqo2j
ModList https://bsky.app/profile/vele.bsky.social/lists/3lim3qnexsw2g
List https://bsky.app/profile/vele.bsky.social/lists/3lim7ccweqo2j
ModList https://bsky.app/profile/vele.bsky.social/lists/3lim3qnexsw2g
[2025-12-26 Fri (UTC), no new articles found for q-finPR Pricing of Securities]
December 26, 2025 at 6:57 AM
[2025-12-26 Fri (UTC), no new articles found for q-finPR Pricing of Securities]
[2025-12-25 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
December 25, 2025 at 6:57 AM
[2025-12-25 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
Anastasiia Zbandut: Pricing of wrapped Bitcoin and Ethereum on-chain options https://arxiv.org/abs/2512.20190 https://arxiv.org/pdf/2512.20190 https://arxiv.org/html/2512.20190
December 24, 2025 at 6:52 AM
Anastasiia Zbandut: Pricing of wrapped Bitcoin and Ethereum on-chain options https://arxiv.org/abs/2512.20190 https://arxiv.org/pdf/2512.20190 https://arxiv.org/html/2512.20190
Ming Gu, David Hirshleifer, Siew Hong Teoh, Shijia Wu: GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market https://arxiv.org/abs/2512.20027 https://arxiv.org/pdf/2512.20027 https://arxiv.org/html/2512.20027
December 24, 2025 at 6:52 AM
Ming Gu, David Hirshleifer, Siew Hong Teoh, Shijia Wu: GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market https://arxiv.org/abs/2512.20027 https://arxiv.org/pdf/2512.20027 https://arxiv.org/html/2512.20027
Fabien Le Floc'h: How to choose my stochastic volatility parameters? A review https://arxiv.org/abs/2512.19821 https://arxiv.org/pdf/2512.19821 https://arxiv.org/html/2512.19821
December 24, 2025 at 6:52 AM
Fabien Le Floc'h: How to choose my stochastic volatility parameters? A review https://arxiv.org/abs/2512.19821 https://arxiv.org/pdf/2512.19821 https://arxiv.org/html/2512.19821
[2025-12-24 Wed (UTC), 3 new articles found for q-finPR Pricing of Securities]
December 24, 2025 at 6:52 AM
[2025-12-24 Wed (UTC), 3 new articles found for q-finPR Pricing of Securities]
Jherek Healy: Counterexamples for FX Options Interpolations -- Part II https://arxiv.org/abs/2512.19625 https://arxiv.org/pdf/2512.19625 https://arxiv.org/html/2512.19625
December 23, 2025 at 6:52 AM
Jherek Healy: Counterexamples for FX Options Interpolations -- Part II https://arxiv.org/abs/2512.19625 https://arxiv.org/pdf/2512.19625 https://arxiv.org/html/2512.19625
Jherek Healy: Counterexamples for FX Options Interpolations -- Part I https://arxiv.org/abs/2512.19621 https://arxiv.org/pdf/2512.19621 https://arxiv.org/html/2512.19621
December 23, 2025 at 6:52 AM
Jherek Healy: Counterexamples for FX Options Interpolations -- Part I https://arxiv.org/abs/2512.19621 https://arxiv.org/pdf/2512.19621 https://arxiv.org/html/2512.19621
Jherek Healy: Heston vol-of-vol and the VVIX https://arxiv.org/abs/2512.19611 https://arxiv.org/pdf/2512.19611 https://arxiv.org/html/2512.19611
December 23, 2025 at 6:52 AM
Jherek Healy: Heston vol-of-vol and the VVIX https://arxiv.org/abs/2512.19611 https://arxiv.org/pdf/2512.19611 https://arxiv.org/html/2512.19611
[2025-12-23 Tue (UTC), 3 new articles found for q-finPR Pricing of Securities]
December 23, 2025 at 6:52 AM
[2025-12-23 Tue (UTC), 3 new articles found for q-finPR Pricing of Securities]
[2025-12-22 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
December 22, 2025 at 6:52 AM
[2025-12-22 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
Bong-Gyu Jang, Younwoo Jeong, Changeun Kim: Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model https://arxiv.org/abs/2512.16251 https://arxiv.org/pdf/2512.16251 https://arxiv.org/html/2512.16251
December 19, 2025 at 6:52 AM
Bong-Gyu Jang, Younwoo Jeong, Changeun Kim: Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model https://arxiv.org/abs/2512.16251 https://arxiv.org/pdf/2512.16251 https://arxiv.org/html/2512.16251
[2025-12-19 Fri (UTC), 1 new article found for q-finPR Pricing of Securities]
December 19, 2025 at 6:52 AM
[2025-12-19 Fri (UTC), 1 new article found for q-finPR Pricing of Securities]
[2025-12-18 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
December 18, 2025 at 6:52 AM
[2025-12-18 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
[2025-12-17 Wed (UTC), no new articles found for q-finPR Pricing of Securities]
December 17, 2025 at 6:57 AM
[2025-12-17 Wed (UTC), no new articles found for q-finPR Pricing of Securities]
Reposted by arXiv q-fin.PR Pricing of Securities
Millend Roy, Agostino Capponi, Vladimir Pyltsov, Yinbo Hu, Vijay Modi: CapOptix: An Options-Framework for Capacity Market Pricing https://arxiv.org/abs/2512.12871 https://arxiv.org/pdf/2512.12871 https://arxiv.org/html/2512.12871
December 16, 2025 at 6:36 AM
Millend Roy, Agostino Capponi, Vladimir Pyltsov, Yinbo Hu, Vijay Modi: CapOptix: An Options-Framework for Capacity Market Pricing https://arxiv.org/abs/2512.12871 https://arxiv.org/pdf/2512.12871 https://arxiv.org/html/2512.12871
[2025-12-16 Tue (UTC), no new articles found for q-finPR Pricing of Securities]
December 16, 2025 at 6:52 AM
[2025-12-16 Tue (UTC), no new articles found for q-finPR Pricing of Securities]
[2025-12-15 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
December 15, 2025 at 6:57 AM
[2025-12-15 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
Ting-Jung Lee, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani: Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets https://arxiv.org/abs/2512.10823 https://arxiv.org/pdf/2512.10823 https://arxiv.org/html/2512.10823
December 12, 2025 at 6:52 AM
Ting-Jung Lee, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani: Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets https://arxiv.org/abs/2512.10823 https://arxiv.org/pdf/2512.10823 https://arxiv.org/html/2512.10823
[2025-12-12 Fri (UTC), 1 new article found for q-finPR Pricing of Securities]
December 12, 2025 at 6:52 AM
[2025-12-12 Fri (UTC), 1 new article found for q-finPR Pricing of Securities]
[2025-12-11 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
December 11, 2025 at 6:57 AM
[2025-12-11 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
Reposted by arXiv q-fin.PR Pricing of Securities
Hamoon Soleimani: The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025) https://arxiv.org/abs/2512.07886 https://arxiv.org/pdf/2512.07886 https://arxiv.org/html/2512.07886
December 10, 2025 at 6:52 AM
Hamoon Soleimani: The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025) https://arxiv.org/abs/2512.07886 https://arxiv.org/pdf/2512.07886 https://arxiv.org/html/2512.07886
Krzysztof Burnecki, Marek Teuerle, Martyna Zdeb: Modelling and valuation of catastrophe bonds across multiple regions https://arxiv.org/abs/2512.08890 https://arxiv.org/pdf/2512.08890 https://arxiv.org/html/2512.08890
December 10, 2025 at 6:52 AM
Krzysztof Burnecki, Marek Teuerle, Martyna Zdeb: Modelling and valuation of catastrophe bonds across multiple regions https://arxiv.org/abs/2512.08890 https://arxiv.org/pdf/2512.08890 https://arxiv.org/html/2512.08890
[2025-12-10 Wed (UTC), 1 new article found for q-finPR Pricing of Securities]
December 10, 2025 at 6:52 AM
[2025-12-10 Wed (UTC), 1 new article found for q-finPR Pricing of Securities]
Zachary Feinstein: Amortizing Perpetual Options https://arxiv.org/abs/2512.06505 https://arxiv.org/pdf/2512.06505 https://arxiv.org/html/2512.06505
December 9, 2025 at 6:52 AM
Zachary Feinstein: Amortizing Perpetual Options https://arxiv.org/abs/2512.06505 https://arxiv.org/pdf/2512.06505 https://arxiv.org/html/2512.06505