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ArticleNonlinearities and chaotic effects in options prices

Robert S. Savit1989

Article1989

Nonlinearities and chaotic effects in options prices

Robert S. Savit

38 citations·0/0 files stored·Journal of Futures Markets

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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1996A test for independence based on the correlation dimension 1989Nonlinear Dynamics and Stock Returns 1991The economy as an evolving complex system 1988Is the business cycle characterized by deterministic chaos?

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1992Testing for nonlinear dependence in daily stock indices 1997Comparing the forecasting performance of neural networks and forward exchange rates 1999Modeling nonlinear dynamics of daily futures price changes 2006TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA 2017Option valuation and hedging in markets with a crunch

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Details

Year1989

Typearticle

Published1989-12-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations38

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1002/fut.3990090604

openalex_workW1971484637

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