Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
0704.1976
Cited By
Information-Based Asset Pricing
16 April 2007
D. Brody
L. Hughston
A. Macrina
Re-assign community
ArXiv
PDF
HTML
Papers citing
"Information-Based Asset Pricing"
3 / 3 papers shown
Title
Arcade Processes for Informed Martingale Interpolation
G. Kassis
A. Macrina
16
0
0
14 Jan 2023
Trading algorithms with learning in latent alpha models
P. Casgrain
S. Jaimungal
AIFin
17
43
0
12 Jun 2018
A model of returns for the post-credit-crunch reality: Hybrid Brownian motion with price feedback
W. Shaw
49
28
0
02 Nov 2008
1