Volatility smile as relativistic effect-Reference-Cited by-同舟云学术

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Volatility smile as relativistic effect

Published:2017-06 Issue: Volume:475 Page:59-76
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Kakushadze Zura

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference94 articles.

1. Relativistic statistical arbitrage;Wissner-Gross;Phys. Rev. E,2010

2. Information transmission between financial markets in Chicago and New York;Laughlin;Financ. Rev.,2014

3. Trading at the speed of light;Buchanan;Nature,2015

4. Space–time finance;Haug;Wilmott Mag.,2004

5. Relativistic time effects in financial dynamics;Tenreiro Machado;Nonlinear Dynam.,2014

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Relativistic Option Pricing;International Journal of Financial Studies;2021-06-18

2. Learning agents in Black–Scholes financial markets;Royal Society Open Science;2020-10

3. Does NVIX matter for market volatility? Evidence from Asia-Pacific markets;Physica A: Statistical Mechanics and its Applications;2018-02

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