Empirical Tests of Two State-Variable HJM Models
Year of publication: |
[2014]
|
---|---|
Authors: | Bliss, Robert R. |
Other Persons: | Ritchken, Peter H. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1995 erstellt Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation
Franzke, Stefanie A., (2002)
- More ...
-
Empirical tests of two state-variable HJM models
Bliss, Robert R., (1995)
-
Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R., (1996)
-
Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models
Bliss, Robert R., (1999)
- More ...