Efficient derivative pricing by extended method of moments
Patrick Gagliardini; C. Gourieroux; E. Renault
| Year of publication: |
2005
|
|---|---|
| Authors: | Gagliardini, Patrick ; Gouriéroux, Christian ; Renault, Eric |
| Publisher: |
St. Gallen : Dep. of Economics, Univ. of St. Gallen |
| Subject: | CAPM | Derivat | Derivative | Risikoprämie | Risk premium | Theorie | Theory | Momentenmethode | Method of moments |
| Extent: | 68 S graph. Darst |
|---|---|
| Series: | Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics. - St. Gallen : SEPS, Dep. of Economics, ZDB-ID 2370935-2. - Vol. 2005-05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.vwa.unisg.ch/org/vwa/web.nsf/SysWebRessources/VWA_2005_05/$FILE/DP-05_Trojani_Efficient%20Derivative_ganz.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002771895