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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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