South Kensington Campus
London, Greater London SW7 2AZ
Imperial College London
collateralized loans, animal spirits, confidence indices, market-consistent valuation, numeraire portfolio, structural credit risk models
animal spirits, behavioural finance, value at risk, hidden Markov models, estimation
jump-diffusion processes, Markov chains, piecewise deterministic process, risk-sensitive control, animal spirits, fund separation result, Kelly strategies.
Pricing Kernel, Market Information, Noise, Risk Premium, Financial Bubble
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