7 citations · 10 across the 8 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
q-fin.MF2023
The inverse Black-Scholes problem in Radon measures space revisited: towards a new measure of market uncertainty
Nizar Riane
In this paper, we revisit the inverse Black-Scholes model, the existence of the solution is proved in more rigorous way, and the empirical study is done using different approach ba…
econ.GN2023
Input-Output Analysis: New Results From Markov Chain Theory
Nizar Riane, Claire David
In this work, we propose a new lecture of input-output model reconciliation Markov chain and the dominance theory, in the field of interindustrial poles interactions. A deeper lect…