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Edelman, David
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Wu, Kang
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Annals of operations research
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Risk : managing risk in the world's financial markets
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OLC EcoSci
ECONIS (ZBW)
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Tote arbitrage and lock opportunities in racetrack betting
Edelman, David
;
O'Brian, Nigel
- In:
The European journal of finance
10
(
2004
)
5
,
pp. 370-378
Persistent link: https://www.econbiz.de/10005925557
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A Note: Natural Generalization of Black-Scholes in the Presence of Skewness, Using Stable Processes
Edelman, David
- In:
Abacus : a journal of accounting, finance and business …
31
(
1995
)
1
,
pp. 113
Persistent link: https://www.econbiz.de/10006068713
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3
The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets
Edelman, David
;
Gillespie, Thomas
-
2000
Persistent link: https://www.econbiz.de/10008217288
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4
On the Financial Value of Information
Edelman, David
-
2000
Persistent link: https://www.econbiz.de/10008217289
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5
Adapting support vector machine methods for horserace odds prediction
Edelman, David
-
2007
Persistent link: https://www.econbiz.de/10008222024
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6
Option pricing: Local cross-entropy - One way of addressing the inconsistency between exchange-traded options prices and the Black-Scholes model is to try to find alternative risk-neutral distributions that are more consistent. However, non-uniqueness means an additional criterion is required. The new criterion proposed here appears to perform well.
Edelman, David
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
7
,
pp. 73-76
Persistent link: https://www.econbiz.de/10007026813
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7
Energy in Latin America: Production, Consumption and Future Growth
Wu, Kang
;
Edelman, David
- In:
The energy journal
16
(
1995
)
2
,
pp. 135
Persistent link: https://www.econbiz.de/10007626653
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