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Hughston, L. P.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
347 |
Total
Citations
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1.
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Filipovic, Damir
Ecole Polytechnique Fédérale de Lausanne Hughston, L. P.
University of London - Department of Mathematics Macrina, Andrea
affiliation not provided to SSRN
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06 Nov 10
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Last Revised:
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09 Nov 11
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294
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Option Pricing, Implied Volatility, Breeden-Litzenberger Equation, Volatility Surface, Information-Based Asset Pricing
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2.
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Brody, Dorje C.
Brunel University - School of Information Systems, Computing and Mathematics Hughston, L. P.
University of London - Department of Mathematics Mackie, Ewan
affiliation not provided to SSRN
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53
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lévy processes, asset pricing, risk premium, risk aversion, Siegel's paradox
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3.
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Brody, Dorje C.
Brunel University - School of Information Systems, Computing and Mathematics Hughston, L. P.
University of London - Department of Mathematics Macrina, Andrea
affiliation not provided to SSRN
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Asset pricing, partial information, stochastic volatility, correlation, dividend growth, Brownian bridge, nonlinear filtering, market microstructure
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4.
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Flesaker, Bjorn
Merrill Lynch & Co. Hughston, L. P.
University of London - Department of Mathematics
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Records 1 -
4
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