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~person:"Mira, Antonietta"
~subject:"Derivative"
~subject:"Faktorenanalyse"
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Search: person:"Barone-Adesi, Giovanni"
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Derivative
Faktorenanalyse
Option pricing theory
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Mira, Antonietta
Barone-Adesi, Giovanni
15
Geman, Hélyette
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Giannopoulos, Kostas
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Sala, Carlo
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Theal, John
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Vosper, Les
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Whaley, Robert E.
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Allegretto, Walter
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
2
The stability of factor models of interest rates
Audrino, Francesco
;
Barone-Adesi, Giovanni
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 422-441
Persistent link: https://www.econbiz.de/10002989126
Saved in:
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