Market Price of Risk Specifications for Affine Models : Theory and Evidence
Year of publication: |
[2008]
|
---|---|
Authors: | Cheridito, Patrick |
Other Persons: | Filipović, Damir (contributor) ; Kimmel, Robert L. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 11, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.524724 [DOI] |
Classification: | C13 - Estimation ; C51 - Model Construction and Estimation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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