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20042022
most citedRescaled weighted random balls models and stable self-similar random fields

18 citations · 38 across the 15 of their papers we have counts for

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q-fin.PR2021

A q-binomial extension of the CRR asset pricing model

Jean-Christophe Breton, Youssef El-Khatib, Jun Fan +1

We propose an extension of the Cox-Ross-Rubinstein (CRR) model based on -binomial (or Kemp) random walks, with application to default with logistic failure rates. This model all…