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~isPartOf:"Oberwolfach"
~person:"Madan, Dilip B."
~subject:"Allgemeines Gleichgewicht"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Markov-Kette"
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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