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Macrina, Andrea's
Scholarly Papers
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Total Downloads
294 |
Total
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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
(49,316)
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Option Pricing, Implied Volatility, Breeden-Litzenberger Equation, Volatility Surface, Information-Based Asset Pricing
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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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