Information-Based Asset Pricing

16 April 2007

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 19 43 0 12 Jun 2018
A model of returns for the post-credit-crunch reality: Hybrid Brownian motion with price feedback W. Shaw 51 28 0 02 Nov 2008