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~institution:"Rodney L. White Center for Financial Research"
~person:"Santa-Clara, Pedro"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Santa-Clara, Pedro
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Aït-Sahalia, Yacine
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
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2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
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