Quantitative Finance Archives

New paper coming.

Link to post on X – x.com/nntaleb/status/1996248497352282350

Discussion with Dhruv Madeka of the paper: Election Pricing: a Martingale Approach and other related works.

Link to the Paper: Election Predictions as Martingales: An Arbitrage Approach

Just posted a new paper Option Pricing Under Power Laws: A Robust Heuristic https://t.co/D5WoVM6uBo via @academia
— Nassim Nicholas Taleb (@nntaleb) May 16, 2019

Link to Paper –
academia.edu/39149471/Option_Pricing Under Power Laws A Robust Heuristic

Tag: Quantitative Finance

[X] Trading With a Stop

How to Price an Election: A Martingale Approach

Paper: Option Pricing Under Power Laws: A Robust Heuristic