2015
DOI: 10.3233/af-150050
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Pricing complexity options

Abstract: Abstract. We consider options that pay the complexity deficiency of a sequence of up and down ticks of a stock upon exercise. We study the price of European and American versions of this option numerically for automatic complexity, and theoretically for Kolmogorov complexity. We also consider run complexity, which is a restricted form of automatic complexity.

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Cited by 2 publications
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“…She has worked on distributional semantic approaches for modeling lexical aspect of verbs in English and six other languages (Kober et al, 2020). She has also been involved in various projects for studying the cognitive science of language use (Persaud et al, 2017) and formal language and automata, including probabilistic models of success runs in Markov independent trials (Alikhani et al, 2015). Alikhani has collected several corpora annotated by crowdworkers and expert linguists in the area of discourse, multimodality, dialogue, humanrobot interaction and psycholinguistics (Alikhani and Stone, 2019;Hiippala et al, 2021;Alikhani and Stone, 2018;Alikhani et al, 2019a.…”
Section: Instructorsmentioning
confidence: 99%
“…She has worked on distributional semantic approaches for modeling lexical aspect of verbs in English and six other languages (Kober et al, 2020). She has also been involved in various projects for studying the cognitive science of language use (Persaud et al, 2017) and formal language and automata, including probabilistic models of success runs in Markov independent trials (Alikhani et al, 2015). Alikhani has collected several corpora annotated by crowdworkers and expert linguists in the area of discourse, multimodality, dialogue, humanrobot interaction and psycholinguistics (Alikhani and Stone, 2019;Hiippala et al, 2021;Alikhani and Stone, 2018;Alikhani et al, 2019a.…”
Section: Instructorsmentioning
confidence: 99%