135 citations · 274 across the 14 of their papers we have counts for
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cond-mat1999★ 1 cited
Scaling invariance in finance II: Path-dependent contingent claims
Jiri Hoogland, Dimitri Neumann
This article is the second one in a series on the use of scaling invariance in finance. In the first article (cond-mat/9906048), we introduced a new formalism for the pricing of de…
cond-mat1999
Scale-invariance and contingent claim pricing
Jiri Hoogland, Dimitri Neumann
Prices of tradables can only be expressed relative to each other at any instant of time. This fundamental fact should therefore also hold for contigent claims, i.e. tradable instru…