Found 14 Documents (Results 1–14)
Self-similarity in long-horizon returns. (English) Zbl 1508.91583
MSC:
91G30
Conic asset pricing and the costs of price fluctuations. (English) Zbl 1410.91500
MSC:
91G99
91B25
Risk premia in option markets. (English) Zbl 1398.91607
Option overlay strategies. (English) Zbl 1398.91537
Two processes for two prices. (English) Zbl 1295.91092
Reviewer: Weiping Li (Stillwater)
MSC:
91G20
Sato processes and the valuation of structured products. (English) Zbl 1171.91327
Quant. Finance 9, No. 1, 27-42 (2009); corrections ibid. 9, No. 4, 491-494 (2009).
MSC:
91B24
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