HEAT KERNEL MODELS FOR ASSET PRICING
Year of publication: |
2014
|
---|---|
Authors: | MACRINA, ANDREA |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 17.2014, 07, p. 1450048-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Asset pricing | pricing kernel | Markov processes | Lévy random bridges | equity | interest rates | debt | spread dynamics | contagion |
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