Ewan MacKie

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
General theory of geometric Lévy models for dynamic asset pricing
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2017-06-07Paper
Rational term structure models with geometric Lévy martingales
Stochastics
2012-12-13Paper


Research outcomes over time


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