Arbitrage-Based Pricing when Volatility is Stochastic.
Year of publication: |
1996
|
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Authors: | Bossaerts, P. ; Ghysels, E. ; Gourieroux, C. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | FINANCIAL MARKET | INTERNATIONAL FINANCE | RISK |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 56 pages |
Classification: | D80 - Information and Uncertainty. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Gourieroux, C., (1996)
-
Risk Taking by Mutual Funds as a Response to Incentives.
Chevalier, J., (1996)
-
The Return on Investment from Proportional Portfolio Strategies.
Browne, S., (1995)
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Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E., (1995)
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Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P., (1996)
-
Arbitrage-Based Pricing When Volatility is Stochastic.
Bossaerts, P., (1996)
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