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Working paper 11
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English Undetermined 8
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Hughston, Lane P. Zhou, Wei-Xing 29 Sornette, Didier 28 Cotter, John 26 Sornette, D. 24 Bayraktar, Erhan 16 Kardaras, Constantinos 16 Brigo, Damiano 15 Martinho, Vitor Joao Pereira Domingues 15 Bouchaud, Jean-Philippe 14 Marsili, Matteo 13 Muhle-Karbe, Johannes 13 Farmer, J. Doyne 12 Lillo, Fabrizio 12 Macrina, Andrea 12 Stanley, H. Eugene 12 Tasche, Dirk 12 Woodard, Ryan 12 Drozdz, S. 10 Kitov, Ivan O. 10 Mantegna, Rosario N. 10 Papapantoleon, Antonis 10 Rudi Sch\"afer 10 Scalas, Enrico 10 Shevchenko, Pavel V. 10 Brody, Dorje C. 9 Cont, Rama 9 Kwapien, J. 9 Nutz, Marcel 9 Berd, Arthur M. 8 Dowd, Kevin 8 Gheorghiu, Anca 8 Junior, Leonidas Sandoval 8 Palmowski, Zbigniew 8 Ren, Fei 8 Vovk, Vladimir 8 Fujiwara, Yoshi 7 Guhr, Thomas 7 Kaizoji, Taisei 7 Michael C. M\"unnix 7
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arXiv.org Institute of Economic Research, Kyoto University 3
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Papers / arXiv.org 11
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RePEc 11
Showing 1 - 10 of 11
 
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General Theory of Geometric L\'evy Models for Dynamic Asset Pricing
Brody, Dorje C.; Hughston, Lane P.; Mackie, Ewan - 2011
Persistent link: https://www.econbiz.de/10009367805
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Interest Rates and Information Geometry
Brody, Dorje C.; Hughston, Lane P. - 2011
Persistent link: https://www.econbiz.de/10009369470
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On the Representation of General Interest Rate Models as Square Integrable Wiener Functionals
Hughston, Lane P.; Mina, Francesco - 2011
Persistent link: https://www.econbiz.de/10009206993
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Rational term structure models with geometric Levy martingales
Brody, Dorje C.; Hughston, Lane P.; Mackie, Ewan - 2010
Persistent link: https://www.econbiz.de/10008752650
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Conditional Density Models for Asset Pricing
Damir Filipovi\'c; Hughston, Lane P.; Macrina, Andrea - 2010
Persistent link: https://www.econbiz.de/10008684826
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Credit Risk, Market Sentiment and Randomly-Timed Default
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea - 2010
Persistent link: https://www.econbiz.de/10008574242
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Stable-1/2 Bridges and Insurance
Hoyle, Edward; Hughston, Lane P.; Macrina, Andrea - 2010
Persistent link: https://www.econbiz.de/10008516540
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Modelling Information Flows in Financial Markets
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea - 2010
Persistent link: https://www.econbiz.de/10008565911
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Levy Random Bridges and the Modelling of Financial Information
Hoyle, Edward; Hughston, Lane P.; Macrina, Andrea - 2009
Persistent link: https://www.econbiz.de/10008622229
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Pricing Fixed-Income Securities in an Information-Based Framework
Hughston, Lane P.; Macrina, Andrea - 2009
Persistent link: https://www.econbiz.de/10008565903
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