Nonparametric pricing of interest rate derivative securities
by Yacine Ai͏̈t-Sahalia
| Year of publication: |
1996
|
|---|---|
| Authors: | Aït-Sahalia, Yacine |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 64.1996, 3, p. 527-560
|
| Subject: | Derivat | Derivative | CAPM | Theorie | Theory | Welt | World | 1973-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001199899