Security Pricing with Information-Sensitive Discounting
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- repec:wsi:ijtafx:v:15:y:2012:i:01:n:s0219024911006553 is not listed on IDEAS
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- Lane P. Hughston & Andrea Macrina, 2009. "Pricing Fixed-Income Securities in an Information-Based Framework," Papers 0911.1610, arXiv.org, revised Apr 2010.
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- Hoyle, Edward & Hughston, Lane P. & Macrina, Andrea, 2011. "Lévy random bridges and the modelling of financial information," Stochastic Processes and their Applications, Elsevier, vol. 121(4), pages 856-884, April.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-30 (All new papers)
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