David E. Harris

University of Providence

Assistant Professor

1301 20th Street South

Great Falls, MT 59405

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 44,044

SSRN RANKINGS

Top 44,044

in Total Papers Downloads

936

CITATIONS

3

Ideas:
“  I am proposing that there is an unnoticed branch of stochastic calculus that is highly relevant to financial and biological models.  ”

Scholarly Papers (5)

1.

The Distribution of Returns

Number of pages: 40 Posted: 27 Aug 2016 Last Revised: 15 Aug 2017
David E. Harris
University of Providence
Downloads 461 (61,008)

Abstract:

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statistical distributions, returns, Cauchy distribution, heavy tails, heavy tailed distributions

2.

Why Practitioners Should Use Bayesian Statistics

Number of pages: 18 Posted: 06 Sep 2015 Last Revised: 30 Jan 2018
David E. Harris
University of Providence
Downloads 284 (106,379)
Citation 1

Abstract:

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Bayesian methods, Frequentist methods, heavy tails, Cauchy distribution, Stable distribution

3.

A Test of a Generalized Stochastic Calculus

Number of pages: 31 Posted: 31 Aug 2015 Last Revised: 11 Dec 2018
David E. Harris
University of Providence
Downloads 110 (246,942)
Citation 2

Abstract:

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Mean-Variance Finance, Capital Asset Pricing Model, Arbitrage Pricing Theory, Central Limit Theorem, Black-Scholes Option Pricing Model, Cauchy distribution, Bayesian methods

4.

A Generalization of Stochastic Calculus--A Conjecture

Number of pages: 27 Posted: 02 Jul 2018 Last Revised: 01 Dec 2018
David E. Harris
University of Providence
Downloads 81 (301,366)

Abstract:

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Stochastic Calculus, Bayesian Decision Theory,Frequentist Decision Theory

5.

Pricing European Style Options

Posted: 31 Aug 2015 Last Revised: 13 Sep 2018
David E. Harris
University of Providence

Abstract:

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option pricing, Black-Scholes, Cauchy distribution, mean-variance finance, European style options