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Towards Exact Nonextensive Solutions of the American Style Options 4: Infinitesimal Linear Evolution of the Early Exercise Premium with Respect to the American Derivative Can Lead to Black-Scholes Like Closed Form Solutions.

Fredrick Michael

posted by fredrickmichael, 25 February 2019

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Towards Exact Nonextensive Solutions Of The American Style Options III: Hamiltonians, Thermodynamics & Gibbs-Bogoliubov Inequalities.

Fredrick Michael

posted by fredrickmichael, 15 September 2018

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Econophysics & Stylized Facts of Financial Stock Markets & Nonextensive Derivative Pricing Formulas. Doctoral Thesis Of Fredrick Michael, PhD

Fredrick Michael

posted by fredrickmichael, 21 February 2018

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Debt Risk And Pricing Of Risk

Fredrick Michael

posted by fredrickmichael, 18 July 2017

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Towards Exact Nonextensive Solutions Of The American Style Options II

Fredrick Michael

posted by fredrickmichael, 08 February 2017

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Towards Exact Solutions Of The American Style Options

Fredrick Michael

posted by fredrickmichael, 09 December 2016

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Accelerating Network Statistical Dynamics

Fredrick Michael

posted by fredrickmichael, 13 May 2016

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Epidemiology Interacting Many-Body Models

Fredrick Michael

posted by fredrickmichael, 13 May 2016

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EconoPhysics