Quant Letter: July 2025, Week-2
Weekly (99th Edition)
ArXiv
Finance
Insider Models for Options: The article proposes a solution for optimal stopping problems in pricing perpetual American standard and lookback put and call options, using the Black-Merton-Scholes model and Brownian filtrations. (2025-07-04, shares: 12)
Overnight News Impact on Stocks: The study finds that most gains in the U.S. stock market ov…
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