Implied price processes anchored in statistical realizations

Article Properties
  • DOI (url)
    10.3934/fmf.2021008
  • Publication Date
    2022/01/01
  • Journal
    Frontiers of Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    30
  • Dilip B. Madan Robert H. Smith School of Business, University of Maryland, College Park, MD 20742, USA
  • King Wang Morgan Stanley, 1585 Broadway, 5th floor, New York, NY 10036, USA
Abstract
Cite
Madan, Dilip B., and King Wang. “Implied Price Processes Anchored in Statistical Realizations”. Frontiers of Mathematical Finance, vol. 1, no. 3, 2022, p. 321, https://doi.org/10.3934/fmf.2021008.
Madan, D. B., & Wang, K. (2022). Implied price processes anchored in statistical realizations. Frontiers of Mathematical Finance, 1(3), 321. https://doi.org/10.3934/fmf.2021008
Madan, Dilip B., and King Wang. “Implied Price Processes Anchored in Statistical Realizations”. Frontiers of Mathematical Finance 1, no. 3 (2022): 321. https://doi.org/10.3934/fmf.2021008.
Madan DB, Wang K. Implied price processes anchored in statistical realizations. Frontiers of Mathematical Finance. 2022;1(3):321.
Refrences
Title Journal Journal Categories Citations Publication Date
Lévy processes, polynomials and martingales Communications in Statistics. Stochastic Models 96 1998
Bilateral gamma distributions and processes in financial mathematics Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 107 2008
Theory of Rational Option Pricing The Bell Journal of Economics and Management Science 5,257 1973
10.1214/074921708000000426
The Fine Structure of Asset Returns: An Empirical Investigation The Journal of Business 1,120 2002