The αVG model for multivariate asset pricing : calibration and extension
Year of publication: |
2013
|
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Authors: | Guillaume, Florence |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 16.2013, 1, p. 25-52
|
Subject: | Multivariate asset pricing | αVG model | Calibration | Calibration risk | CAPM | Multivariate Analyse | Multivariate analysis | Modellierung | Scientific modelling | Optionspreistheorie | Option pricing theory | Risiko | Risk |
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