- Maximum Likelihood Estimation of Latent Affine Processes
- Walrasian Tatonnement Auctions on the Tokyo Grain Exchange
- An Equilibrium Model of Rare-Event Premia and its Implication for Option Smirks
- An Isomorphism between Asset Pricing Models with and without Linear Habit Formation
1 comment:
Awww -- I think you should totally have stayed and wrote papers about tattooing walruses in Tokyo grain auctions -- it sounds interesting.
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