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Generalized measure Black-Scholes equation: Towards option self-similar pricing
In this work, we give a generalized formulation of the Black-Scholes model.
The inverse Black-Scholes problem in Radon measures space revisited: towards a new measure of market uncertainty
In this paper, we revisit the inverse Black-Scholes model, the existence of the solution is proved in more rigorous way, and the empirical study is done using different approach based on finite element method.
Input-Output Analysis: New Results From Markov Chain Theory
In this work, we propose a new lecture of input-output model reconciliation Markov chain and the dominance theory, in the field of interindustrial poles interactions.
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