A moment approach to static arbitrage
Alexandre d'Aspremont
| Year of publication: |
2009
|
|---|---|
| Authors: | Aspremont, Alexandre d' |
| Published in: |
Frontiers in quantitative finance : volatility and credit risk modeling. - Hoboken, N.J. [u.a.] : Wiley, ISBN 978-0-470-29292-1. - 2009, p. 3-18
|
| Subject: | Arbitrage | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003787574