Financial market structures revealed by pricing rules: Efficient complete markets are prevalent.
Aloisio AraujoAlain ChateauneufJosé Heleno FaroPublished in: J. Econ. Theory (2018)
Keyphrases
- financial markets
- stock price
- stock market
- technical indicators
- early warning
- association rules
- market data
- black scholes
- fractional brownian motion
- portfolio theory
- expert systems
- financial institutions
- option pricing
- investment strategies
- agent based models
- trading systems
- risk management
- software engineering
- long term