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Paris-Princeton Lectures on Mathematical Finance 2003
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Paris-Princeton Lectures on Mathematical Finance 2003 (2004)Paris-Princeton Lectures on Mathematical …Asset Price Bubbles (2015)Asset Price BubblesPRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (2012)PRICING AND SEMIMARTINGALE RE…Lie Theory: Applications to problems in Mathematical Finance and Economics (2008)Lie Theory: Applications to p…Stochastic calculus of variations and hypoelliptic operators (1978)Multiproduct Nonlinear Pricing (1996)Option Pricing, Interest Rates and Risk Management (2001)Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model (2016)Modeling Term Structures of Defaultable Bonds (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Theory of Rational Option Pricing (1973)Noise Trader Risk in Financial Markets (1990)Theory of rational option pricing (2005)BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS (2016)A risk-neutral equilibrium leading to uncertain volatility pricing (2018)Investor emotions and market bubbles (2024)
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  • 2015Asset Price Bubbles54 cited
  • 2008Lie Theory: Applications to problems in Mathematical Finance and Economics18 cited
  • 2012PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS17 cited

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