output
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 2016 · q-fin.PRShow all

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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…