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Optionspreistheorie
13
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12
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12
Stochastic process
9
Stochastischer Prozess
9
CAPM
5
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information-based asset pricing
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nonlinear filtering
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pricing kernels
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Hughston, Lane P.
53
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25
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19
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5
Hughston, L. P.
4
Hughston, Lane
4
Filipović, Damir
3
Mackie, Ewan
3
Rafailidis, Avraam
3
Sánchez-Betancourt, Leandro
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Bouzianis, George
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Grasselli, Matheus
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HUGHSTON, LANE P.
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MACRINA, ANDREA
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Yang, Xun
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Balland, P.
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Brailsford, T. J.
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Damir Filipovi\'c
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Davis, Mark H. A.
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Flesaker, Bjorn
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RePEc
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Option pricing: past, present, future ; introduction
Hughston, Lane P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. XIII-XVIII)
.
1999
Persistent link: https://www.econbiz.de/10001772442
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2
The new interest rate models
Hughston, Lane P.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001522106
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3
Options : classic approaches to pricing and modelling
Hughston, Lane P.
(
ed.
)
-
1999
Persistent link: https://www.econbiz.de/10013552260
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4
Modelling information flows in financial markets
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
Advanced mathematical methods for finance
,
(pp. 133-153)
.
2011
Persistent link: https://www.econbiz.de/10008991316
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5
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
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6
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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7
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
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8
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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9
Social discounting and the long rate of interest
Brody, Dorje C.
;
Hughston, Lane P.
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 306-334
Persistent link: https://www.econbiz.de/10011969159
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10
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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