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

32 citations

researchers with a paper here

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

collaborating institutions
Showing 2020 · q-fin.MFShow all

3 papers · 2 filters

q-fin.MF2020

Option Pricing Incorporating Factor Dynamics in Complete Markets

Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist +2

Using the Donsker-Prokhorov invariance principle we extend the Kim-Stoyanov-Rachev-Fabozzi option pricing model to allow for variably-spaced trading instances, an important conside…

q-fin.MF2020★ 12 cited

Option Pricing in Markets with Informed Traders

Yuan Hu, Abootaleb Shirvani, Stoyan Stoyanov +3

The objective of this paper is to introduce the theory of option pricing for markets with informed traders within the framework of dynamic asset pricing theory. We introduce new mo…

q-fin.MF2020★ 1 cited

Option Pricing in an Investment Risk-Return Setting

Abootaleb Shirvani, Frank J. Fabozzi, Stoyan V. Stoyanov

In this paper, we combine modern portfolio theory and option pricing theory so that a trader who takes a position in a European option contract and the underlying assets can constr…