Asset Pricing with Second-Order Esscher Transforms
Year of publication: |
2010
|
---|---|
Authors: | Monfort, Alain |
Other Persons: | Pegoraro, Fulvio (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 18, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1574272 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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