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Modulated information flows in financial markets
Hoyle, Edward; Macrina, Andrea; Mengütürk, Levent Ali - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
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Heat kernel models for asset pricing
Macrina, Andrea - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
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Heat kernel interest rate models with time-inhomogeneous Markov processes
Akahori, Jirô; Macrina, Andrea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009562139
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Conditional density models for asset pricing
Filipović, Damir; Hughston, Lane P.; Macrina, Andrea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
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Information-based asset pricing
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 107-142
Persistent link: https://www.econbiz.de/10003692732
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Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra; Macrina, Andrea - In: International journal of theoretical and applied finance 19 (2016) 8, pp. 1-33
Persistent link: https://www.econbiz.de/10011686741