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~person:"Hin, Lin-yee"
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Arbitrage Pricing
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Arbitrage pricing
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Hin, Lin-yee
Fengler, Matthias R.
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Fengler, Matthias
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-yee
-
2014
Persistent link: https://www.econbiz.de/10010439175
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2
Semi-nonparametric estimation of the call price surface under no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-yee
-
2011
Persistent link: https://www.econbiz.de/10009509335
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