Browsing by Subject Asset pricing

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Showing results 1 to 4 of 4
Issue DateTitleAuthor(s)
2008Dam rain and cumulative gainBrody, DC; Hughston, LP; Macrina, A
1-Dec-2015The effects of non-trading on the illiquidity ratioChelley-Steeley, PL; Lambertides, N; Steeley, JM
2012General theory of geometric Lévy models for dynamic asset pricingBrody, DC; Hughston, LP; Mackie, E
2009Hidden Markov models for financial optimization problemsRoman, D; Mitra, G; Spagnolo, N