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language:"und"
~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
~subject:"INTERNATIONAL FINANCE"
~subject:"market"
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INTERNATIONAL FINANCE
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Graduate School of Business, Columbia University
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American Enterprise Institute
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P.
;
Ghysels, E.
;
Gourieroux, C.
-
Centre Interuniversitaire de Recherche en Économie …
-
1996
The paper investigates the pricing of derivative securities with calendar-time maturities.
Persistent link: https://www.econbiz.de/10005133099
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2
MORE ON INSURANCE, PROTECTION AND RISK
BOYER, M.
;
DIONNE, G.
-
Centre Interuniversitaire de Recherche en Économie …
-
1988
Persistent link: https://www.econbiz.de/10005133093
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