32 citations · 53 across the 9 of their papers we have counts for
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econ.GN2020
Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes
Gunduz Caginalp
We show that the quotient of Levy processes of jump-diffusion type has a fat-tailed distribution. An application is to price theory in economics. We show that fat tails arise endog…
math.NT2020
Probabilistic renormalization and analytic continuation
Gunduz Caginalp, Bogdan Ion
We introduce a theory of probabilistic renormalization for series, the renormalized values being encoded in the expectation of a certain random variable on the set of natural numbe…