3 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
2 papers
q-fin.PR2009★ 3 cited
Pricing Fixed-Income Securities in an Information-Based Framework
Lane P. Hughston, Andrea Macrina
In this paper we introduce a class of information-based models for the pricing of fixed-income securities. We consider a set of continuous- time information processes that describe…
physics.soc-ph2008★ 2 cited
Power Law of Customers' Expenditures in Convenience Stores
Takayuki Mizuno
In a convenience store chain, a tail of the cumulative density function of the expenditure of a person during a single shopping trip follows a power law with an exponent of -2.5. T…