Narrow search
Showing 1 - 10 of 16,730
Cover Image
Relativistic option pricing
Carvalho, Vítor Hugo Ferreira; Gaspar, Raquel M. - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-24
space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space …
Persistent link: https://www.econbiz.de/10012545327
Cover Image
Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018
Yakovenko, Victor M.; Ludwig, Danial - 2023
Persistent link: https://www.econbiz.de/10014317167
Cover Image
Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas (contributor) - 2008
current of behavioral finance. However, their design is closer in spirit to models of multi-particle interaction in physics … various implementations, and its contribution to an explanation of the stylized facts in finance. -- Agent-based models …
Persistent link: https://www.econbiz.de/10003715066
Cover Image
Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas - In: Handbook of financial markets : dynamics and evolution, (pp. 161-215). 2009
Persistent link: https://www.econbiz.de/10003820630
Cover Image
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010
Persistent link: https://www.econbiz.de/10008841895
Cover Image
Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas - 2008
Persistent link: https://www.econbiz.de/10008856295
Cover Image
The optimal hedge ratio in option pricing : the case of exponentially truncated Lévy stable distribution
Busca, Gigel; Haven, Emmanuel E.; Jovanovic, Franck; … - In: Theoretical economics letters 4 (2014) 9, pp. 760-766
Persistent link: https://www.econbiz.de/10010531252
Cover Image
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34
Persistent link: https://www.econbiz.de/10009690133
Cover Image
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - 2011
Persistent link: https://www.econbiz.de/10009716088
Cover Image
Stochastic modelling for financial bubbles and policy
Fry, John - In: Cogent economics & finance 3 (2015) 1, pp. 1-14
In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a …
Persistent link: https://www.econbiz.de/10010492380