Predictability and unpredictability in financial markets
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Publication:992162
DOI10.1016/S0167-2789(99)00088-3zbMATH Open1194.91210MaRDI QIDQ992162FDOQ992162
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
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- 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 (7)
- 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
- CLA’s, PLA’s and a new method for pricing general passport options
- Hopf bifurcation and topological horseshoe of a novel finance chaotic system
- Financial markets with volatility uncertainty
- Finite time stability of finance systems with or without market confidence using less control input
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