Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups
Year of publication: |
2013
|
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Authors: | Park, Kun Soo ; Whitt, Ward |
Published in: |
Including special section: behavioral considerations in developing and applying operations research models. - New York, NY : Springer. - 2013, p. 357-379
|
Subject: | Hedgefonds | Hedge fund | Markov-Kette | Markov chain | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation |
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