13 citations · 13 across the 2 of their papers we have counts for
2 papers
q-fin.PR2014
Option Pricing for Symmetric Lévy Returns with Applications
Kais Hamza, Fima C. Klebaner, Zinoviy Landsman +1
This paper considers options pricing when the assumption of normality is replaced with that of the symmetry of the underlying distribution. Such a market affords many equivalent ma…
math.ST2007★ 13 cited
Asymptotic data analysis on manifolds
Harrie Hendriks, Zinoviy Landsman
Given an m-dimensional compact submanifold of Euclidean space , the concept of mean location of a distribution, related to mean or expected vector, is ge…