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asset pricing research

Zeuge

Zeuge

Joined
8/26/11
Messages
175
Points
28
What is the state of academic asset pricing research? From what I hear, much of the low-hanging fruit has been picked, and there is not too much for new researchers to contribute. What kind of academic job market do those pursuing a PhD in Math Finance face?
 
Bessel Process and Variance-Gamma ?

There are alternative models than Black-Scholes, and it is challenging even today to construct and to calibrate them in financial markets
 
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