Showing 1 - 10 of 218
Persistent link: https://www.econbiz.de/10001718690
Persistent link: https://www.econbiz.de/10001661008
In this paper we show that contrary to the claim made in Longstaff, Santa-Clara, and Schwartz (2000a) and Longstaff, Santa-Clara, and Schwartz (2000b) discrete string models are not more parsimonious than market models. In fact, they are found to be observationally equivalent. We derived that...
Persistent link: https://www.econbiz.de/10012742086
Persistent link: https://www.econbiz.de/10001487053
Persistent link: https://www.econbiz.de/10000953522
Persistent link: https://www.econbiz.de/10000988117
Persistent link: https://www.econbiz.de/10001238752
Persistent link: https://www.econbiz.de/10001692631
Persistent link: https://www.econbiz.de/10001663822
Persistent link: https://www.econbiz.de/10001472323