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 |
|---|---|---|
| Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling AIMS Mathematics | 2022-04-28 | Paper |
| Second order entropy approach for risk models involving truncation and censoring | 2018-10-05 | Paper |
| New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models Physica A | 2018-09-20 | Paper |
| Risk-neutral densities in entropy theory of stock options using Lambert function and a new approach | 2018-06-28 | Paper |
| Doubly stochastic models with asymmetric GARCH errors | 2018-06-28 | Paper |
| Kurtosis in Black-Scholes model with GARCH volatility | 2018-03-06 | Paper |
| Doubly stochastic models with threshold GARCH innovations | 2017-04-07 | Paper |
Research outcomes over time
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