Econometric specification of the risk neutral valuation model
Year of publication: |
2000
|
---|---|
Authors: | Clément, Emmanuelle ; Gouriéroux, Christian ; Monfort, Alain |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 117-143
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Asymmetrische Information | Asymmetric information | Theorie | Theory |
-
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle, (1997)
-
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle, (1997)
-
Transaction risk, derivative assets, and equilibrium
Cao, H. Henry, (2016)
- More ...
-
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle, (1993)
-
Modèles linéaires à facteurs et structure a terme des taux d'intérêt
Clément, Emmanuelle, (1993)
-
Prediction of contingent price measures
Clément, Emmanuelle, (1993)
- More ...