Some pricing tools for the Variance Gamma model. (arXiv:1912.06031v1 [q-fin.PR])
We establish several closed pricing formula for various path-independent payoffs, under an exponential L'evy model driven by the Variance Gamma process. These formulas take the form of quickly...
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View ArticlePredicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet...
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Informational privacy: a precondition for democratic participation?
The value of informational privacy has long ceased to be seen merely in the protection or exercise of individual autonomy. Already in the early 1980s, the German Federal Court pointed out that the...
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ABSTRACT Credit supply expansion can affect an economy by increasing productive capacity or by boosting household demand. In this study, we develop a test to determine if the household demand channel...
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View ArticleMoneyScience: Online Training - IBM - Data Visualization with Python
Resource: Online Training - IBM - Data Visualization with Python https://t.co/B0bz4anyWW â moneyscience (@moneyscience) December 12, 2019
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Resource: Online Training - IBM - Machine Learning with Python https://t.co/16ZNrCRDv2 â moneyscience (@moneyscience) December 13, 2019
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View ArticleThe AI Transparency Paradox
Insightful article raising next-gen #AI issues. https://t.co/tiAYJdDiCp â BCMstrategy, Inc. (@BCMstrategy) December 13, 2019
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Abstract We develop a tractable continuous time model of multifirm capital dynamics in a centrally cleared market. Our framework jointly models the strategic interactions between business operations...
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