5 citations · 8 across the 10 of their papers we have counts for
Showing q-fin.MFShow all
2 papers · 1 filter
q-fin.MF2019★ 1 cited
Averaging plus Learning Models and Their Asymptotics
Ionel Popescu, Tushar Vaidya
We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays w…
q-fin.MF2017
Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles
Tushar Vaidya, Carlos Murguia, Georgios Piliouras
Black-Scholes (BS) is the standard mathematical model for option pricing in financial markets. Option prices are calculated using an analytical formula whose main inputs are strike…