2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.RM2019
When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View
Simone Farinelli, Hideyuki Takada
Geometric arbitrage theory reformulates a generic asset model possibly allowing for arbitrage by packaging all asset and their forward dynamics into a stochastic principal fibre bu…
q-fin.PR2019★ 2 cited
The Black-Scholes Equation in Presence of Arbitrage
Simone Farinelli, Hideyuki Takada
We apply Geometric Arbitrage Theory to obtain results in Mathematical Finance, which do not need stochastic differential geometry in their formulation. First, for a generic market…
q-fin.MF2015
Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory
Simone Farinelli, Hideyuki Takada
Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre…