Predictability and unpredictability in financial markets
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Cites work
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- scientific article; zbMATH DE number 1055921 (Why is no real title available?)
- scientific article; zbMATH DE number 947803 (Why is no real title available?)
- scientific article; zbMATH DE number 841285 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A theory of the term structure of interest rates
- An equilibrium characterization of the term structure
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- On the instability of certain motions of an ideal incompressible fluid
- Option pricing: A simplified approach
- Penalty methods for American options with stochastic volatility
- Pricing interest-rate-derivative securities
- Spanning and completeness in markets with contingent claims
- The pricing of options and corporate liabilities
- Towards a theory of volatility trading
- Various passport options and their valuation
Cited in
(9)- Quantitative finance
- Hopf bifurcation and topological horseshoe of a novel finance chaotic system
- scientific article; zbMATH DE number 1985273 (Why is no real title available?)
- CLA's, PLA's and a new method for pricing general passport options
- scientific article; zbMATH DE number 1492079 (Why is no real title available?)
- Sustaining stable dynamics of a fractional-order chaotic financial system by parameter switching
- Finite time stability of finance systems with or without market confidence using less control input
- Financial markets with volatility uncertainty
- A dive into the asymptotic analysis theory: a short review from fluids to financial markets
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