Papers

Here is the list of quantitative finance related papers that I have authored or coauthored.

• A Note on Risk Neutral Pricing in Incomplete Markets
• Beyond Black-Scholes Option Theory
• Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts
• A Simple Jump to Default Model
• Bankruptcy in Long-term Investments
• Drift-Independent Volatility Estimation Based on High, Low, Open and Close Prices

Slides for my talk are here.