4 citations · 5 across the 5 of their papers we have counts for
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q-fin.GN2007
Information, Inflation, and Interest
Lane P. Hughston, Andrea Macrina
We propose a class of discrete-time stochastic models for the pricing of inflation-linked assets. The paper begins with an axiomatic scheme for asset pricing and interest rate theo…
gr-qc2007
Towards a Gauge Invariant Scattering Theory of Cylindrical Gravitational Waves
Andrea Macrina
In this account we investigate an asymptotically flat space-time geometry. In particular, we focus on a pure gravity model with cylindrical symmetry where no matter fields are incl…