Author:
Buckley Winston,Long Hongwei,Perera Sandun
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference41 articles.
1. A noisy rational expectations equilibrium for multi-assets securities markets;Admati;Econometrica,1985
2. Additional logarithmic utility of an insider;Amendinger;Stochastic Processes and their Application,1998
3. Lévy processes and stochastic calculus;Applebaum,2004
4. Barndorff-Nielson, O. E. (1995). Normal inverse Gaussian distribution and the modelling of stock returns. Research report no. 300, Department of Theoretical Statistics, Aarhus University.
5. Does asymmetric information drive capital structure decisions?;Bharath;Review of Financial Studies,2009
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献