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Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
23
(
2012
)
1
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pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
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Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization
Hin, Lin-Yee
;
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
27
(
2016
)
4
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pp. 505-527
Persistent link: https://www.econbiz.de/10011739941
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