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Essays on latent factor models in finance
(Turun yliopisto. Turun kauppakorkeakoulu, 2018-02-09)
This dissertation considers the application of latent factor models to financial risk management and asset pricing. The purpose is to provide solutions for modelling and forecasting the dynamics of asset prices, and to ...
On two-sided controls of a linear diffusion
(Turun yliopisto, 2013-11-15)