's idea of time dilation to option valuation. We analyse the effect of time dilation on the time decay of an European long …

are able to derive explicit formulas for the expected margin call time and loss. Further margin trading strategy is …

In this paper a pricing formula is derived for futures options in Schwartz 1997 two factor model with time dependent … can be used to find backwards the results of time dependent spot volatility with a few market data. The results of time … dependent spot volatility can be easily and quickly obtained in Matlab. We also explain why the result of time dependent spot …

space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space … overview of the research made in this field while formally defining the key notions of spacetime, proper time and an … understanding of how time dilation impacts financial models. We illustrate how special relativity modifies option pricing and …

shortfall or quadratic variation of the option price up to the liquidation time. We establish the conditions under which it is …

models based on the assumption of continuous sampling time, the current research of working out a closed-form exact solution … validity of using a continuous-sampling-time approximation for variance swaps of relatively short sampling period; (ii) to …