Concepedia

Gregory A. Willard

GA

10

Publications

1.1K

Citations

10

H-Index

1995

Active since

Affiliations

Massachusetts Institute of Technology(Current)

Washington University in St. Louis

University of Maryland, College Park

Gregory A. Willard is an author at Massachusetts Institute of Technology specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsFinancial EngineeringMarket MicrostructureEngineeringEconomic AnalysisFinancial Modeling

Publications per year

1995–2013

10

Publications

10

Imperfect Competition among Informed Traders

Kerry Back, C. Henry Cao, Gregory A. Willard · The Journal of Finance · 2000 · 342 citations

Market Microstructure, Economics, Financial Economics +12

Options and Bubbles

Steven L. Heston, Mark A. Loewenstein, Gregory A. Willard · Review of Financial Studies · 2006 · 219 citations

Local martingales, arbitrage, and viability

Mark A. Loewenstein, Gregory A. Willard · Economic Theory · 2000 · 173 citations

Engineering, Local Martingales, Entropy +4

Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models

Mark A. Loewenstein, Gregory A. Willard · Journal of Economic Theory · 2000 · 144 citations

Market Microstructure, Continuous Trading Models, Economics +4

Calculating Prices and Sensitivities for Path-Independent Derivatives Securities in Multifactor Models

Gregory A. Willard · The Journal of Derivatives · 1997 · 85 citations

Multifactor Models, Computational Finance, Path-independent Derivatives Securities +7

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