Theories of More-Rational Option Pricing—Simplified

Author:

Wurts Henry

Publisher

Elsevier BV

Reference144 articles.

1. Yet, economic-Utility functions as well as a statistical Expectations approach can be avoided, by starting in the middle of the problem (as with the Heath-Jarrow-Morton contrast of the Cox-Ingersoll-Ross approach toward modeling interest rate stochasticity). Namely, as steps: (1) set aside Utility specification, (2) provide MST specification, and (3) apply to address financial economic questions. Accordingly, formula parameters can be avoided, and mu and sigma would simply represent statistical Movements. Hence, Experimental Design could focus on Mean and Standard Deviation preference, even with asterisked attention to Skewness, Kurtosis, etc., even still being visualized in Cartesian 2D (as (sigma, mu) points). Naturally, such would go far to identify the Borch Paradox as a Malinas Type 2 (misperception) paradox. And such an Asterisked-Mu-Sigma Framing would help reclaim what "modern finance theory" and "modern portfolio theory" has MacKenzie "swept away;AE3E), it is apparently more challenging to mathematically identify more-rational alternatives to Ito calculus. Yet, once valid Ito-alternatives are identified,1952

2. In addition, the rhetoric of analogy can be explored toward an Aristophanic aggregation as Birds-Clouds-Wasps (BCW). Namely, Rhetorical Finance dates back to at least The Clouds (423 BC), as a comedy about argumentation toward the legitimacy of default. Where The Clouds pokes fun at Sophistry, and The Birds (414 BC) pokes fun at creating an imaginary world to, among other things, escape apparent disrespect/injustice in the real world and to "create a great city in the sky, and thus regain their status as the original gods;The Birds (play)," accessed as recently as,1969

3. On the Risk-Return Trade-Off in the Valuation of Assets;Michael Adler;The Journal of Financial and Quantitative Analysis,1969

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3