Leandro Sánchez-Betancourt

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20192026

most citedValuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement

2 citations · 6 across the 20 of their papers we have counts for

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Showing 2020Show all

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q-fin.MF2020

Pricing with Variance Gamma Information

Lane P. Hughston, Leandro Sánchez-Betancourt

In the information-based pricing framework of Brody, Hughston and Macrina, the market filtration ${F_{t}}_{t \geq 0}$ is generated by an information process $\{ ξ_t\}_{t\g…