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We show, by studying in detail the market prices of options on liquid markets, that the market has empirically corrected the simple, but inadequate Black-Scholes formula to account for two important s...
Abstract. We explore the precise link between option prices in exponential L?vy models and the related partial integro-differential equations (PIDEs) in the case of European options and options with s...
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Temporal Databases 9 Basic Building Blocks 10 The Snapshot Model 11 Snapshots: Example 12 Histories 13 The Timestamp Model 14 Timestamp Example 15 Query Languages 16 First-order Temporal Connectives 1...
Temporal Databases 9 Basic Building Blocks 10 The Snapshot Model 11 Snapshots: Example 12 Histories 13 The Timestamp Model 14 Timestamp Example 15 Query Languages 16 First-order Temporal Connectives 1...
A crucial ingredient in social interaction models is the structure of peer groups with which individuals interact. We argue that this structure can vary from one individual to another and thus should ...
A crucial ingredient in social interaction models is the structure of peer groups with which individuals interact. We argue that this structure can vary from one individual to another and thus should ...