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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 q-fin.PRShow all

2 papers · 1 filter

q-fin.PR2017

Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing

Svetlozar Rachev, Stoyan Stoyanov, Frank J. Fabozzi

We derive behavioral finance option pricing formulas consistent with the rational dynamic asset pricing theory. In the existing behavioral finance option pricing formulas, the pric…

q-fin.PR2016

Multi-Purpose Binomial Model: Fitting all Moments to the Underlying Geometric Brownian Motion

Y. S. Kim, S. Stoyanov, S. Rachev +1

We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rud…