Wishart Quadratic Term Structure Models
Year of publication: |
[2005]
|
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Authors: | Gourieroux, Christian |
Other Persons: | Sufana, Razvan (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2003 erstellt |
Other identifiers: | 10.2139/ssrn.757307 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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