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Francis Longstaff
Francis A. Longstaff (born August 3, 1956) is an American educator and pioneer in quantitative finance. He serves as the Allstate Professor of…
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Related topics
Related topics
3 relations
Computational finance
Monte Carlo methods for option pricing
Short-rate model
Papers overview
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2008
2008
Obfuscation , Learning , and the Evolution of Investor Sophistication ∗
B. Carlin
,
Gustavo Manso
2008
Corpus ID: 267820675
We develop a dynamic model to study the interaction between obfuscation and investor sophistication in retail financial markets…
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2006
2006
Proxy for Lehman Muni Index
F. Longstaff
,
David H. Pyle
,
V. Bhansali
,
M. Worah
2006
Corpus ID: 6821724
This paper illustrates a practical implementation of a cell matching technique for constructing a proxy portfolio with fewer…
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