Pages that link to "Item:Q4646812"

The following pages link to A theory of non‐Gaussian option pricing (Q4646812):

Displaying 41 items.

• Deformed exponentials and applications to finance (Q280540) (← links)
• 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)
• An empirical model of volatility of returns and option pricing (Q1409097) (← links)
• Simple entropic derivation of a generalized Black-Scholes option pricing model (Q1612932) (← 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)
• Noncommutative valuation of options (Q1744703) (← links)
• Variable diffusion in stock market fluctuations (Q1783265) (← links)
• Nonextensive statistical mechanics and economics (Q1873940) (← links)
• Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← 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 model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
• A projection pricing model for non-Gaussian financial returns (Q2163715) (← links)
• Nonparametric jump variation measures from options (Q2171999) (← links)
• Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← 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)
• Pricing of power European options based on Tsallis entropy and O-U process under stochastic interest rate (Q3132379) (← links)
• Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
• Pricing of power options based on Tsallis distribution and O-U process (Q3463049) (← links)
• WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862) (← links)
• (Q4378663) (← 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)
• Option returns (Q6134137) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
• An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data (Q6617800) (← links)