Estimating parameters in a pricing model with state-dependent shocks
Year of publication: |
2008
|
---|---|
Authors: | MacLean, Leonard C. ; Zhao, Yonggan ; Consigli, Giorgio ; Ziemba, William T. |
Published in: |
Handbook of financial engineering. - New York, NY : Springer, ISBN 0-387-76681-2. - 2008, p. 231-244
|
Subject: | Schock | Shock | Schätztheorie | Estimation theory | Preisrigidität | Price stickiness |
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