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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman, (2009)
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
Liao, Yin, (2012)
Option prices, implied price processes, and stochastic volatility
Britten-Jones, Mark, (2000)
Option pricing under a Gamma-modulated diffusion process
Iglesias, Pilar, (2011)
Mutual fund performance : false discoveries, bias, and power
Tuzov, Nik, (2011)
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo, (2013)