Dear Colleagues,
Please find enclosed the links to some of my recent articles on the
beliefs-preferences gauge symmetry in finance that might be of interest to
you:
1) V.A. Kholodnyi, "Valuation and Dynamic Replication of Contingent Claims
in a General Market Environment Based on the Beliefs-Preferences Gauge
Symmetry", MPS: Applied mathematics/0111016,
http://www.mathpreprints.com/math/Preprint/Valery_Kholodnyi/20011119.1/1/
2) V.A. Kholodnyi, "Beliefs-Preferences Gauge Symmetry and Dynamic
Replication in a General Market Environment", MPS: Applied
mathematics/0111015
http://www.mathpreprints.com/math/Preprint/Valery_Kholodnyi/20011119/1/
Have a great summer.
Sincerely,
Valery Kholodnyi
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