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A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Kazdal, Abdullah, (2020)
A state space modeling for proactive management in equity investment
Takahashi, Akihiko, (2022)
Asset Pricing with “Buy Now, Pay Later”
Malamud, Semyon, (2022)
Changing times : the pricing problem in non-linear models
Kimmel, Robert, (2008)
Complex times : asset pricing and conditional moments under non-affine diffusions
Kimmel, Robert, (2007)
Market price of risk specifications for affine models: Theory and evidence
Cheridito, Patrick, (2007)