2 papers
q-fin.CP2024
Hedonic Models Incorporating ESG Factors for Time Series of Average Annual Home Prices
Jason R. Bailey, W. Brent Lindquist, Svetlozar T. Rachev
Using data from 2000 through 2022, we analyze the predictive capability of the annual numbers of new home constructions and four available environmental, social, and governance fac…
q-fin.PR2024
Alternatives to classical option pricing
W. Brent Lindquist, Svetlozar T. Rachev
We develop two alternate approaches to arbitrage-free, market-complete, option pricing. The first approach requires no riskless asset. We develop the general framework for this app…