41 citations · 43 across the 5 of their papers we have counts for
5 papers
Quark-Novae Ia in the Hubble diagram: Implications For Dark Energy
Rachid Ouyed, Nico Koning, Denis Leahy +2
The accelerated expansion of the Universe was proposed through the use of Type-Ia SNe as standard candles. The standardization depends on an empirical correlation between the stret…
Pricing Using a Homogeneously Saturated Equation
Daniel T. Cassidy
A homogeneously saturated equation for the time development of the price of a financial asset is presented and investigated for the pricing of European call options using noise tha…
Homogeneously Saturated Model for Development in Time of the Price of an Asset
Daniel T. Cassidy
The time development of the price of a financial asset is considered by constructing and solving Langevin equations for a homogeneously saturated model, and for comparison, for a s…
Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae
Daniel T. Cassidy, Michael J. Hamp, Rachid Ouyed
European options can be priced when returns follow a Student's t-distribution, provided that the asset is capped in value or the distribution is truncated. We call pricing of optio…
Pricing European Options with a Log Student's t-Distribution: a Gosset Formula
Daniel T. Cassidy, Michael J. Hamp, Rachid Ouyed
The distribution of the returns for a stock are not well described by a normal probability density function (pdf). Student's t-distributions, which have fat tails, are known to fit…