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20142025
most citedA Semi-Parametric Approach to the Detection of Non-Gaussian Gravitational Wave Stochastic Backgrounds

32 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2019 · q-fin.MFShow all

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q-fin.MF2019★ 5 cited

Option Pricing with Mixed Levy Subordinated Price Process and Implied Probability Weighting Function

Abootaleb Shirvani, Yuan Hu, Svetlozar T. Rachev +1

It is essential to incorporate the impact of investor behavior when modeling the dynamics of asset returns. In this paper, we reconcile behavioral finance and rational finance by i…