Predictability and unpredictability in financial markets
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Publication:992162
DOI10.1016/S0167-2789(99)00088-3zbMATH Open1194.91210MaRDI QIDQ992162FDOQ992162
Authors: Alexander Lipton 
Publication date: 11 September 2010
Published in: Physica D (Search for Journal in Brave)
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Cites Work
- The pricing of options and corporate liabilities
- A theory of the term structure of interest rates
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Title not available (Why is that?)
- An equilibrium characterization of the term structure
- Pricing interest-rate-derivative securities
- Title not available (Why is that?)
- Title not available (Why is that?)
- Option pricing: A simplified approach
- Towards a theory of volatility trading
- Penalty methods for American options with stochastic volatility
- Title not available (Why is that?)
- Spanning and completeness in markets with contingent claims
- Title not available (Why is that?)
- On the instability of certain motions of an ideal incompressible fluid
- Various passport options and their valuation
Cited In (9)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sustaining stable dynamics of a fractional-order chaotic financial system by parameter switching
- Hopf bifurcation and topological horseshoe of a novel finance chaotic system
- Quantitative finance
- CLA's, PLA's and a new method for pricing general passport options
- A dive into the asymptotic analysis theory: a short review from fluids to financial markets
- Financial markets with volatility uncertainty
- Finite time stability of finance systems with or without market confidence using less control input
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