Valuations under Funding Costs, Counterparty Risk and Collateralization.
http://www.christian-fries.de/finmath/discounting/Discounting.pdf
Non-Robust Bayesian Estimation of Negative Binomial Distribution
Basic paper on estimating parameters of a negative binomial distribution.
http://www.casact.org/pubs/forum/99wforum/wf99377.pdf
Sornette’s paper on Bubbles
Paper on testing data series for greater than exponential growth; since that cannot continue it is a “bubble test.”
The Financial Bubble Experiment:
Advanced Diagnostics and Forecasts of Bubble Terminations
Volume I
