tradercat-solaris documents

An Asymptotic Analysis of the Mean-Variance Portfolio Selection
Documents An Asymptotic Analysis of the Mean-Variance Portfolio Selection
Growth Optimal Portfolio Selection Strategies With Transaction Costs
Documents Growth Optimal Portfolio Selection Strategies With Transaction Costs
Kernel-Based Semi-log-optimal Empirical Portfolio Selection Strategies
Documents Kernel-Based Semi-log-optimal Empirical Portfolio Selection Strategies
Non Parametric Prediction
Documents Non Parametric Prediction
Principal Component and Constantly Re-balanced Portfolio - Slides
Documents Principal Component and Constantly Re-balanced Portfolio - Slides
St. Petersburg Portfolio Games
Documents St. Petersburg Portfolio Games
Stochastic Calculus - Book
Documents Stochastic Calculus - Book
Bilateral Gamma Processes in Finance - Slides
Documents Bilateral Gamma Processes in Finance - Slides
A Computational Theory of Fractal Dynamic Swings and Physical Cycles of Stock Market in a Quantum Price-Time Space
Documents A Computational Theory of Fractal Dynamic Swings and Physical Cycles of Stock Market in a Quantum Price-Time Space
A Consistent Pricing Model for Index Options and Volatility Derivatives
Documents A Consistent Pricing Model for Index Options and Volatility Derivatives
A General Method for Debiasing a Monte Carlo Estimator
Documents A General Method for Debiasing a Monte Carlo Estimator
A New Space-time Model for Volatility Clustering in the Financial Market
Documents A New Space-time Model for Volatility Clustering in the Financial Market
About the Pricing Equation in Finance
Documents About the Pricing Equation in Finance
An Economic Analogy to Electrodynamics
Documents An Economic Analogy to Electrodynamics
Approximation of Geometric Fractional Brownian Motion
Documents Approximation of Geometric Fractional Brownian Motion
Arbitrage Models of Commodity Prices - Slides
Documents Arbitrage Models of Commodity Prices - Slides
Asymmetric Statistics of Order Books - The Role of Discreteness and Evidence for Strategic Order Placement
Documents Asymmetric Statistics of Order Books - The Role of Discreteness and Evidence for Strategic Order Placement
Central Limit Theorem for the Realized Volatility Based on Tick Time Sampling- Slides
Documents Central Limit Theorem for the Realized Volatility Based on Tick Time Sampling- Slides
Chaos Models in Economics
Documents Chaos Models in Economics
Confused Volatility
Documents Confused Volatility
Convex Duality in Stochastic Programming and Mathematical Finance
Documents Convex Duality in Stochastic Programming and Mathematical Finance