2 papers
q-fin.RM2026
Hidden Risks and Optionalities in American Options
Noura El Hassan, Bacel Maddah, Nassim N. Taleb
We develop a practical framework for identifying and quantifying the hidden layers of risks and optionality embedded in American options by introducing stochasticity into one or mo…
physics.soc-ph2023
Quantitative errors in the Cochrane review on "Physical interventions to interrupt or reduce the spread of respiratory viruses"
Yaneer Bar-Yam, Jonathan M. Samet, Alexander F. Siegenfeld +1
The COVID-19 pandemic has heightened the urgency to understand and prevent pathogen transmission, specifically regarding infectious airborne particles. Extensive studies validate t…