Browsing by Subject Asset pricing
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
2008 | Dam rain and cumulative gain | Brody, DC; Hughston, LP; Macrina, A |
1-Dec-2015 | The effects of non-trading on the illiquidity ratio | Chelley-Steeley, PL; Lambertides, N; Steeley, JM |
2012 | General theory of geometric Lévy models for dynamic asset pricing | Brody, DC; Hughston, LP; Mackie, E |
2009 | Hidden Markov models for financial optimization problems | Roman, D; Mitra, G; Spagnolo, N |