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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2 results for “q-binomial”

A q-binomial extension of the CRR asset pricing modelq-fin.PR

Extends CRR model with q-binomial random walks for asset pricing.

problem Asset pricing with time-varying probabilities and trend parameters.

method Introduces a q-binomial extension of the CRR model with non-self-similar binomial trees.

result Convergence to Black-Scholes formula with rate O(N^(-1/2)).

q-binomial Cox-Ross-Rubinstein asset pricing default logistic failure rates

2021-04-20abs ↗pdf ↗

Strict unimodality of q-polynomials of rooted treesmath.CO

We classify rooted trees which have strictly unimodal q-polynomials (plucking polynomial). We also give criteria for a trapezoidal shape of a plucking polynomial. We generalize results of Pak and Panova on strict unimodality of q-binomial coefficients. We discuss which polynomials can be realized as plucking polynomial…

2016-01-14abs ↗pdf ↗