Economy – Quantitative Finance – Trading and Market Microstructure
Scientist
Economy
Quantitative Finance
Trading and Market Microstructure
Scientist
A parsimonious model for intraday European option pricing
Activity spectrum from waiting-time distribution
Full characterization of the fractional Poisson process
Optimizing a basket against the efficient market hypothesis
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation
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