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Publications by Knut K. Aase
On the Consistency of the Lucas Pricing Formula
SSRN Electronic Journal
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
SSRN Electronic Journal
Related publications
A Correlation Pricing Formula
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
Journal of Economic Theory
Economics
Econometrics
An Option Pricing Formula for the GARCH Diffusion Model
Computational Statistics and Data Analysis
Statistics
Probability
Applied Mathematics
Computational Theory
Computational Mathematics
Mathematics
A General Derivation of the Jump Process Option Pricing Formula
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Mr. Lucas on the Treatment of Squinting
BMJ
On the K–Lucas Numbers of Arithmetic Indexes
Applied Mathematics
On the Ionisation of Various Gases by Formula-, Formula-, and Formula-Rays
Proceedings of the Royal Society of London. Series A, Containing Papers of a Mathematical and Physical Character
On Calculating the Zeros of Polynomials by the Method of Lucas
Journal of Research of the National Bureau of Standards
On the Values of the Integral Formula, Formula, Formula, Being Laplace's Coefficients of the Orders N, Formula, With an Application to the Theory of Radiation
Philosophical Transactions of the Royal Society of London
