COMMUNICATION
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doi:10.20944/preprints202306.1111.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
put-call parity; implied put-call parity certainty equivalent rate; implied put-call parity certainty equivalent rate surface; empirical research
Online: 15 June 2023 (09:11:00 CEST)
ARTICLE
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doi:10.20944/preprints202305.1198.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
heavy-tailed distributions; Pareto law; Lotka law; Zipf law; probability generating function.
Online: 17 May 2023 (05:41:04 CEST)
ARTICLE
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doi:10.20944/preprints202307.0600.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Bachelier’s market model; Bachelier’s partial differential equation and option pricing; Bachelier’s term structure of interest rates
Online: 10 July 2023 (11:02:16 CEST)