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!
| Publication | Date of Publication | Type |
|---|---|---|
| Nonparametric implied Lévy densities The Annals of Statistics | 2019-03-06 | Paper |
| Long-Term Risk: A Martingale Approach Econometrica | 2019-01-31 | Paper |
| Long-term factorization in Heath-Jarrow-Morton models Finance and Stochastics | 2018-07-16 | Paper |
| Long-term factorization of affine pricing kernels Mathematics and Financial Economics | 2017-12-29 | Paper |
| Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing Operations Research | 2016-05-13 | Paper |
Research outcomes over time
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