Noncausal Affine Processes with Applications to Derivative Pricing
Year of publication: |
2019
|
---|---|
Authors: | Gourieroux, Christian |
Other Persons: | Lu, Yang (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 24, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3321665 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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