A jump model for fads in asset prices under asymmetric information (Q299877): Difference between revisions

@@ Property / author @@
-Winston S. Buckley
@@ Property / author: Winston S. Buckley / rank @@
-Normal rank
@@ Property / author @@
+Winston S. Buckley
@@ Property / author: Winston S. Buckley / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2013.10.037
+Normal rank
@@ Property / OpenAlex ID @@
+W2075916105
@@ Property / OpenAlex ID: W2075916105 / rank @@
+Normal rank
@@ Property / cites work @@
+A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
+Normal rank
@@ Property / cites work @@
+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+A mispricing model of stocks under asymmetric information
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Asymmetric information in fads models
@@ Property / cites work: Asymmetric information in fads models / rank @@
+Normal rank
@@ Property / cites work @@
+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Q5423895
@@ Property / cites work: Q5423895 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480578
@@ Property / cites work: Q5480578 / rank @@
+Normal rank
@@ Property / cites work @@
+The Present-Value Relation: Tests Based on Implied Variance Bounds
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Option Pricing With V. G. Martingale Components<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Naive traders and mispricing in prediction markets
+Normal rank
@@ Property / cites work @@
+Q5290921
@@ Property / cites work: Q5290921 / rank @@
+Normal rank
@@ Property / cites work @@
+A Model of Intertemporal Asset Prices Under Asymmetric Information
+Normal rank