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Brody, Dorje C.'s
Scholarly Papers
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Total Downloads
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Total
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1.
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Andruszkiewicz, Grzegorz Imperial College London Brody, Dorje C. Brunel University - School of Information Systems, Computing and Mathematics
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67
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Pricing Kernel, Market Information, Noise, Risk Premium, Financial Bubble
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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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Records 1 -
3
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