Nonparametric pricing of interest rate derivative securities
Year of publication: |
1996
|
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Authors: | Aït-Sahalia, Yacine |
Published in: |
Econometrica : journal of the Econometric Society, an internat. 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
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Subject: | Derivat | Derivative | CAPM | Theorie | Theory | Welt | World | 1973-1995 |
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