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Found 6 papers, 0 papers with code
Lévy-Ito Models in Finance
We present an overview of the broad class of financial models in which the prices of assets are L\'evy-Ito processes driven by an $n$-dimensional Brownian motion and an independent Poisson random measure.
Pricing with Variance Gamma Information
A cash flow $H_T$ is taken to depend on the market factor $X_T$, and one considers the valuation of a financial asset that delivers $H_T$ at $T$.
Quantum Measurement of Space-Time Events
The phase space of a relativistic system can be identified with the future tube of complexified Minkowski space.
Quantum Physics General Relativity and Quantum Cosmology High Energy Physics - Theory
Optimal Hedging in Incomplete Markets
We consider the problem of optimal hedging in an incomplete market with an established pricing kernel.
On the Pricing of Storable Commodities
The price of a commodity is the expectation under a suitable pricing measure of the totality of the discounted risk-adjusted future convenience dividend, conditional on the information provided by the market filtration.
Information-Based Trading
We consider a pair of traders in a market where the information available to the second trader is a strict subset of the information available to the first trader.
