Asset pricing under information with stochastic volatility
Year of publication: |
2009
|
---|---|
Authors: | Düring, Bertram |
Published in: |
Review of Derivatives Research. - Springer. - Vol. 12.2009, 2, p. 141-167
|
Publisher: |
Springer |
Subject: | Pricing kernel | Stochastic volatility | Asset pricing | Option pricing | Credit spreads |
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