Gauge Symmetry Group and Replication of Contingent Claims

Dear Colleagues,

I would like to bring to your attention my book of 1998 on my beliefs-preferences gauge symmetry that might be of interest to you:

[1]  V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry Group and Replication of Contingent Claims in a General Market Environment, IES Press, Research Triangle Park, North Carolina, 1998.

I introduced the beliefs-preferences gauge symmetry as well as the related differential-geometrical and group-theoretical methods into finance in 1995 in my preprint of the same title:

[2] V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry Group and Dynamic Replication of Contingent Claims in a General Market Environment, IES Preprint, 1995.

Please also find below the references to some of my related published papers that might also be of interest to you:

[3] V.A. Kholodnyi, Valuation and Dynamic Replication of Contingent Claims in the Framework of the Beliefs-Preferences Gauge Symmetry, European Physical Journal B, 27 (2) (2002) 229-238.

[4] V.A. Kholodnyi, Valuation and Dynamic Replication of Contingent Claims in a General Market Environment Based on the Beliefs-Preferences Gauge Symmetry, Russian Journal of Mathematical Physics, 9 (2) (2002) 161-179.

[5] V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry and Dynamic Replication of Contingent in a General Market Environment, Journal of the Dynamics of Continuous, Discrete and Impulsive Systems B, 10 (1) (2003) 81-94.


Please let me know if you might have questions or would like further information.

Sincerely,
Valery Kholodnyi




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