Sunday, June 7, 2015

Some interesting papers

The mith of the black Scholes Merton formula. The question is, did really the right people recieved all the credit?

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1012075

Is the propability distribution derived from a delta and strike price place a good indictor for other purposes than decision regarding monetary policy?

http://www.newyorkfed.org/research/staff_reports/sr32.pdf

https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1391.pdf

The strenght of a correlation is important. But is it possible to observe the correlation strenght over time with some techniques or distributions?

https://www.bportugal.pt/en-US/BdP%20Publications%20Research/wp201001.pdf

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