Concepedia
Statistics
Publications
13
Citations
399
H-Index
11
Active since
2008
Affiliations
University of Cape Town(Current)
University College London
Imperial College London
King's College London
University of Copenhagen
Andrea Macrina is an author at University of Cape Town specializing in business, finance, and financial economics.
Publications per year
2008–2023
INFORMATION-BASED ASSET PRICING
Dorje C. Brody, Lane P. Hughston, Andrea Macrina · International Journal of Theoretical and Applied Finance · 2008 · 99 citations
Business, Economics, Finance +17
Lévy random bridges and the modelling of financial information
Edward Hoyle, Lane P. Hughston, Andrea Macrina · Stochastic Processes and their Applications · 2010 · 91 citations
Business, Economics, Finance +13
Dam rain and cumulative gain
Dorje C. Brody, Lane P. Hughston, Andrea Macrina · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2008 · 59 citations · Full text
Business, Finance, Insurance +17
Rational multi-curve models with counterparty-risk valuation adjustments
Stéphane Crépey, Andrea Macrina, David Skovmand · Quantitative Finance · 2015 · 20 citations
HEAT KERNEL MODELS FOR ASSET PRICING
Andrea Macrina · International Journal of Theoretical and Applied Finance · 2014 · 20 citations
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