Econometric specification of stochastic discount factor models
Year of publication: |
2007
|
---|---|
Authors: | Gouriéroux, Christian ; Monfort, Alain |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 2, p. 509-530
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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