Asset pricing with Second-Order Esscher Transforms
Alain Monfort and Fulvio Pegoraro
| Year of publication: |
2012
|
|---|---|
| Authors: | Monfort, Alain ; Pegoraro, Fulvio |
| Publisher: |
Paris : Banque de France |
| Subject: | CAPM | Theorie | Theory | Schätzung | Estimation |
| Extent: | Online-Ressource (PDF-Datei: 33 S.) graph. Darst. |
|---|---|
| Series: | Documents de travail / Banque de France. - Paris, ZDB-ID 2585859-2. - Vol. 397 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat Reader Parallelsacht.: Valorisation d’actifs financiers par transformée d’Esscher du second ordre |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009663960