Security Pricing with Information-Sensitive Discounting
Security Pricing with Information-Sensitive Discounting
Recent Advances in Financial Engineering 2009, pp. 157-180 (2010) No AccessSecurity Pricing with Information-Sensitive DiscountingAndrea Macrina and Priyanka A. ParbhooAndrea MacrinaDepartment of Mathematics, King's College London, London WC2R 2LS, United KingdomInstitute of Economic Research, Kyoto University, Kyoto 606-8501, JapanCorresponding author. and Priyanka A. ParbhooSchool of Computational and Applied Mathematics, University …