Pages that link to "Item:Q4646812"
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The following pages link to A theory of non‐Gaussian option pricing (Q4646812):
Displaying 27 items.
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
- Brexit and foreign exchange market expectations: could it have been predicted? (Q829140) (← links)
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
- Option pricing under deformed Gaussian distributions (Q1619162) (← links)
- European option pricing under the Student's \(t\) noise with jumps (Q1620416) (← links)
- Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework (Q1673000) (← links)
- Variable diffusion in stock market fluctuations (Q1783265) (← links)
- Nonextensive statistical mechanics and economics (Q1873940) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- The non-markovian property of \(q\)-Gaussian process (Q2004643) (← links)
- Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
- Comment on ``Pricing of financial derivatives based on the Tsallis statistical theory'' by Zhao, Pan, Yue and Zhang (Q2137514) (← links)
- Topological data analysis of financial time series: landscapes of crashes (Q2148680) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- A projection pricing model for non-Gaussian financial returns (Q2163715) (← links)
- First-passage-time distribution for variable-diffusion processes (Q2403241) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
- Reduction and reconstruction of stochastic differential equations via symmetries (Q2951770) (← links)
- Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
- A non-Gaussian option pricing model with skew (Q4610259) (← links)
- Financial portfolios based on Tsallis relative entropy as the risk measure (Q5131513) (← links)
- OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)