arXiv q-fin.PR Pricing of Securities
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[2025-10-09 Thu (UTC), 1 new article found for q-finPR Pricing of Securities]
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[2025-10-08 Wed (UTC), no new articles found for q-finPR Pricing of Securities]
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[2025-10-06 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
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Daniel Oeltz, Tobias Pfingsten: Rolling intrinsic for battery valuation in day-ahead and intraday markets https://arxiv.org/abs/2510.01956 https://arxiv.org/pdf/2510.01956 https://arxiv.org/html/2510.01956
qfinpr-bot.bsky.social
[2025-10-03 Fri (UTC), 1 new article found for q-finPR Pricing of Securities]
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[2025-10-02 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
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[2025-10-01 Wed (UTC), 1 new article found for q-finPR Pricing of Securities]
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[2025-09-30 Tue (UTC), 1 new article found for q-finPR Pricing of Securities]
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[2025-09-29 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
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[2025-09-26 Fri (UTC), no new articles found for q-finPR Pricing of Securities]
Reposted by arXiv q-fin.PR Pricing of Securities
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Andrea Della Vecchia, Damir Filipovi\'c: Error Propagation in Dynamic Programming: From Stochastic Control to Option Pricing https://arxiv.org/abs/2509.20239 https://arxiv.org/pdf/2509.20239 https://arxiv.org/html/2509.20239
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[2025-09-25 Thu (UTC), no new articles found for q-finPR Pricing of Securities]
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Bhathiya Divelgama, Nancy Asare Nyarko, W. Brent Lindquist, Svetlozar T. Rachev, Blessing Omotade: Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model https://arxiv.org/abs/2509.18099 https://arxiv.org/pdf/2509.18099 https://arxiv.org/html/2509.18099
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[2025-09-24 Wed (UTC), 1 new article found for q-finPR Pricing of Securities]
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[2025-09-23 Tue (UTC), no new articles found for q-finPR Pricing of Securities]
Reposted by arXiv q-fin.PR Pricing of Securities
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Claudio Fontana, Simone Pavarana, Thorsten Schmidt: An extended CIR process with stochastic discontinuities https://arxiv.org/abs/2509.15752 https://arxiv.org/pdf/2509.15752 https://arxiv.org/html/2509.15752
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[2025-09-22 Mon (UTC), no new articles found for q-finPR Pricing of Securities]
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[2025-09-19 Fri (UTC), no new articles found for q-finPR Pricing of Securities]
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Helin Zhao, Junchi Shen: Valuation of Exotic Options and Counterparty Games Based on Conditional Diffusion https://arxiv.org/abs/2509.13374 https://arxiv.org/pdf/2509.13374 https://arxiv.org/html/2509.13374
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[2025-09-18 Thu (UTC), 1 new article found for q-finPR Pricing of Securities]
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[2025-09-17 Wed (UTC), no new articles found for q-finPR Pricing of Securities]