Theory of Financial Risk and Derivative Pricing
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Publication:3634880
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Actuarial science and mathematical finance (91Gxx) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)
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- Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model
- An accurate European option pricing model under fractional stable process based on Feynman path integral
- Graph theoretical representations of equity indices and their centrality measures
- Random matrix application to correlations amongst the volatility of assets
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- From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin
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