12 citations · 13 across the 2 of their papers we have counts for
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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.MF2016★ 1 cited
Financial market with no riskless (safe) asset
Svetlozar Rachev, Frank Fabozzi
We study markets with no riskless (safe) asset. We derive the corresponding Black-Scholes-Merton option pricing equations for markets where there are only risky assets which have t…