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Launch Beta
Research
It drives our design. Below we link to some key papers that have helped shape our thinking.
Asset Pricing
Existence of an Equilibrium for a Competitive Economy, 1954, Arrow and Debreu
The Pricing of Options and Corporate Liabilities, 1973, Black and Scholes
Intertemporal Capital Asset Pricing Model (ICAPM), 1973, Merton
Theory of Rational Option Pricing, 1973, Merton
Options and Efficiency, 1976, Ross
Arbitrage Theory of Capital Asset Pricing, 1976, Ross
Asset Prices in an Exchange Economy, 1978, Lucas
Intertemporal Asset Pricing with Stochastic Consumption and Investment Opportunities, 1979, Breeden
Martingales and Arbitrage in Multiperiod Securities Markets, 1979, Harrison and Kreps
A Theory of the Term Structure of Interest Rates, 1985, Cox, Ingersoll, and Ross (CIR)
Testable Restrictions Implied by Dynamic Asset Pricing Models, 1987, Hansen and Richard
Asset Price Bubbles in Incomplete Markets, 2010, Jarrow et al.
Risk Measures
Blockchain Economics
Market Microstructure
Consensus
Cryptography
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