2 papers
q-fin.PR2013
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…
q-fin.PR2013
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…