4 citations · 4 across the 2 of their papers we have counts for
4 papers
Information-Based Trading
George Bouzianis, Lane P. Hughston, Leandro Sánchez-Betancourt
We consider a pair of traders in a market where the information available to the second trader is a strict subset of the information available to the first trader. The traders make…
Optimal Hedging in Incomplete Markets
George Bouzianis, Lane P. Hughston
We consider the problem of optimal hedging in an incomplete market with an established pricing kernel. In such a market, prices are uniquely determined, but perfect hedges are usua…
Lévy-Ito Models in Finance
George Bouzianis, Lane P. Hughston, Sebastian Jaimungal +1
We present an overview of the broad class of financial models in which the prices of assets are Lévy-Ito processes driven by an -dimensional Brownian motion and an independent P…
Determination of the Lévy Exponent in Asset Pricing Models
George Bouzianis, Lane Hughston
We consider the problem of determining the Lévy exponent in a Lévy model for asset prices given the price data of derivatives. The model, formulated under the real-world measure $\…