The following pages link to Andrea Macrina (Q470685):
Displaying 32 items.
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- Lévy random bridges and the modelling of financial information (Q544493) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Credit Risk, Market Sentiment and Randomly-Timed Default (Q3015687) (← links)
- MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS (Q3304215) (← links)
- INFORMATION-BASED ASSET PRICING (Q3520396) (← links)
- Information, Inflation, and Interest (Q3534750) (← links)
- AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks (Q4586457) (← links)
- Discrete-time interest rate modelling (Q4919471) (← links)
- Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
- Beyond Hazard Rates: A New Framework for Credit-Risk Modelling (Q5072613) (← links)
- Dam rain and cumulative gain (Q5072615) (← links)
- Modelling Information Flows in Financial Markets (Q5072621) (← links)
- HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (Q5072622) (← links)
- HEAT KERNEL MODELS FOR ASSET PRICING (Q5072625) (← links)
- Randomised Mixture Models for Pricing Kernels (Q5072626) (← links)
- Stochastic modelling with randomized Markov bridges (Q5072627) (← links)
- Stochastic modelling with randomized Markov bridges (Q5086618) (← links)
- Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
- Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
- Inventory management in customised liquidity pools (Q5193376) (← links)
- Stable-1/2 bridges and insurance (Q5245475) (← links)
- Pricing Fixed-Income Securities in an Information-Based Framework (Q5363206) (← links)
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098) (← links)
- (Q5506192) (← links)
- Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- The financial impact of carbon emissions on power utilities under climate scenarios (Q6587525) (← links)
- Systemic perspective of term risk in bank funding markets (Q6644193) (← links)
- Information-Based Martingale Optimal Transport (Q6749777) (← links)
