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Determination of the Lévy exponent in asset pricing models
Bouzianis, George; Hughston, Lane P. - In: International journal of theoretical and applied finance 22 (2019) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
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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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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