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Asymptotic asset pricing and bubbles
Roch, Alexandre, (2018)
GWT : A Novel Probability Weighting Function for Stock Price Distortions
Sun, Jianchun, (2023)
Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices : extreme value theory approach
Makatjane, Katleho, (2021)
Martingale Measures For A Class of Right-Continuous Processes
Lakner, Peter, (1993)
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
Lakner, Peter, (2006)
Maximum Likelihood Estimation of Hidden Markov Processes
Frydman, Halina, (2008)