Econometric Asset Pricing Modelling.
Year of publication: |
2008
|
---|---|
Authors: | Bertholon, H. ; Monfort, A. ; Pegoraro, F. |
Institutions: | Banque de France |
Subject: | Direct Modelling | Risk-Neutral Constrained Direct Modelling | Back Modelling | Internal Consistency Conditions (ICCs) | identification problem | Car and Extended Car processes | Laplace Transform |
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