Lisa Borland

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A non-Gaussian option pricing model with skew (available as arXiv preprint)	2019-01-15	Paper
A theory of non‐Gaussian option pricing Quantitative Finance	2019-01-14	Paper
Exploring the dynamics of financial markets: from stock prices to strategy returns Chaos, Solitons and Fractals	2017-02-10	Paper
Statistical signatures in times of panic: markets as a self-organizing system Quantitative Finance	2014-01-24	Paper
A non-Gaussian stock price model: options, credit and a multi-timescale memory	2007-01-08	Paper
Nonextensive statistical mechanics and economics Physica A	2003-05-21	Paper
Itō-Langevin equations within generalized thermostatistics Physics Letters. A	2000-03-08	Paper
Information gain within nonextensive thermostatistics Journal of Mathematical Physics	1999-11-21	Paper
Erratum: “Information gain within generalized thermostatistics” [J. Math. Phys. <b>39</b>, 6490 (1998)] Journal of Mathematical Physics	1999-11-21	Paper
Learning the dynamics of two-dimensional stochastic Markov processes Open Systems & Information Dynamics	1998-11-12	Paper
scientific article; zbMATH DE number 970193 (Why is no real title available?)	1997-03-11	Paper
Simultaneous modeling of nonlinear deterministic and stochastic dynamics Physica D	1997-02-03	Paper
On the constraints necessary for macroscopic prediction of time-dependent stochastic processes Reports on Mathematical Physics	1994-12-18	Paper

Research outcomes over time

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