CONDITIONAL DENSITY MODELS FOR ASSET PRICING
CONDITIONAL DENSITY MODELS FOR ASSET PRICING
Finance at Fields, pp. 225-248 (2012) No AccessCONDITIONAL DENSITY MODELS FOR ASSET PRICINGDAMIR FILIPOVIĆ, LANE P. HUGHSTON, and ANDREA MACRINADAMIR FILIPOVIĆSwiss Finance Institute and École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland, LANE P. HUGHSTONDepartment of Mathematics, University College London, London WC1E 6BT, United KingdomDepartment of Mathematics, Imperial College London, …