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- HEAT KERNEL MODELS FOR ASSET PRICING 2015-01-21 Paper Continuous equilibrium in affine and information-based capital asset pricing models 2014-11-12 Paper...10 bytes (16 words) - 09:29, 7 October 2023
- supersolutions 2016-08-22 Paper Continuous equilibrium in affine and information-based capital asset pricing models 2014-11-12 Paper Minimal supersolutions of BSDEs...10 bytes (16 words) - 17:21, 6 October 2023
- financial information 2022-04-29 Paper Beyond Hazard Rates: A New Framework for Credit-Risk Modelling 2022-04-29 Paper INFORMATION-BASED ASSET PRICING 2022-04-29...10 bytes (19 words) - 16:46, 24 September 2023
- Paper INFORMATION-BASED ASSET PRICING 2022-04-29 Paper Dam rain and cumulative gain 2022-04-29 Paper Informed traders 2022-04-29 Paper Information of interest...10 bytes (19 words) - 09:18, 24 September 2023
- generalized multiple-factor asset pricing model 2016-03-08 Paper Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08 Paper A...10 bytes (19 words) - 22:09, 9 December 2023
- Books 2015-01-20 Paper Continuous equilibrium in affine and information-based capital asset pricing models 2014-11-12 Paper Forward-backward systems for expected...10 bytes (16 words) - 02:38, 7 October 2023
- measures 2014-12-17 Paper Continuous equilibrium in affine and information-based capital asset pricing models 2014-11-12 Paper Brouwer fixed point theorem in \((L^0)^d\)...10 bytes (16 words) - 10:17, 6 October 2023
- LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 2003-01-01 Paper Heterogeneous beliefs, risk and learning in a simple asset pricing model 2002-08-19...10 bytes (17 words) - 22:18, 11 December 2023
- contributions of private information sharing and public information releases to information aggregation 2010-07-08 Paper Information Percolation With Equilibrium...10 bytes (18 words) - 22:31, 8 December 2023
- 2017-01-31 Paper Relative asset price bubbles 2016-09-21 Paper Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08 Paper...10 bytes (18 words) - 06:48, 9 December 2023
- CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION 2015-01-21 Paper Strategic asset allocation with switching dependence 2014-11-12 Paper...10 bytes (16 words) - 16:46, 10 December 2023
- Option Pricing: A Brief Introduction 2009-03-26 Paper Information in asset pricing: a wave function approach 2009-03-03 Paper Private information and the...10 bytes (18 words) - 16:01, 9 December 2023
- Jarrow-Rudd pricing tree with skewness and kurtosis 2022-05-16 Paper Multiple subordinated modeling of asset returns: Implications for option pricing 2022-03-04...10 bytes (18 words) - 23:43, 9 December 2023
- Robust option pricing: Hannan and Blackwell meet Black and Scholes 2016-05-11 Paper Online trading algorithms and robust option pricing 2014-11-25 Paper...10 bytes (18 words) - 03:56, 10 December 2023
- Paper An FFT approach for option pricing under a regime-switching stochastic interest rate model 2017-08-23 Paper Asset pricing using trading volumes in a hidden...10 bytes (18 words) - 02:32, 10 December 2023
- adjusted-range based self-normalization approach 2024-02-13 Paper Impacts of reference price effect and corporate social responsibility on the pricing strategy...10 bytes (18 words) - 03:44, 9 December 2023
- point algorithm 1999-06-06 Paper Structural modelling of global capital asset pricing 1999-01-01 Paper Comparing the causality patterns between some Scandinavian...10 bytes (16 words) - 23:44, 8 December 2023
- 2015-04-08 Paper Asset pricing theory for two price economies 2015-03-24 Paper Two price economies in continuous time 2014-11-13 Paper A two price theory of financial...10 bytes (19 words) - 04:18, 9 December 2023
- Strategies Under Heavy-Tailed Valuations 2012-02-27 Paper Asset pricing in large information networks 2011-12-28 Paper Value at risk and efficiency under...10 bytes (16 words) - 13:44, 28 January 2024
- modelling 2022-07-07 Paper Information uncertainty related to marked random times and optimal investment 2020-02-17 Paper Pricing formulae for derivatives...10 bytes (16 words) - 03:47, 12 December 2023
