Simple stock picking formulas can beat the market, but higher volatility and tracking error make them hard for investors to ...

A timer option is a financial instrument, launched by Société Générale Corporate and Investment Banking in 2007, that allows buyers to specify the level of volatility and allows them to exercise their ...

In this paper we show how the techniques introduced by Hurd and Zhou in 2010 can be used to derive a pricing framework for rainbow options by using the joint characteristic function of the logarithm ...

Technical analysis is the study of the price movement and patterns of a security. By scrutinizing a security's past price action, primarily through charts and indicators, traders can forecast future ...