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Andrea Macrina · Study
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Author
Andrea Macrina
6 works
· latest 2012
· 1 institutions
cluster: provisional
ORCID 0000-0001-6957-270X
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Citations
399
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12
Most cited in this library
INFORMATION-BASED ASSET PRICING
2008 · 95 citations
Lévy random bridges and the modelling of financial information
2010 · 88 citations
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling
2007 · 68 citations
CONDITIONAL DENSITY MODELS FOR ASSET PRICING
2012 · 62 citations
Dam rain and cumulative gain
2008 · 57 citations
Works
6 shown
CONDITIONAL DENSITY MODELS FOR ASSET PRICING
WORLD SCIENTIFIC eBooks
·
2012
·
3 authors
·
chapter
·
Open access
62
citations
Lévy random bridges and the modelling of financial information
Stochastic Processes and their Applications
·
2010
·
3 authors
·
Open access
88
citations
An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications
RePEc: Research Papers in Economics
·
2008
·
1 author
·
preprint
·
Open access
29
citations
Dam rain and cumulative gain
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
·
2008
·
3 authors
·
Open access
57
citations
INFORMATION-BASED ASSET PRICING
International Journal of Theoretical and Applied Finance
·
2008
·
3 authors
95
citations
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling
Applied and numerical harmonic analysis
·
2007
·
3 authors
·
chapter
68
citations