Are the probabilities right? : new multiperiod calibration tests
Andreas Blöchlinger
| Year of publication: |
2017
|
|---|---|
| Authors: | Blöchlinger, Andreas |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2017, 3, p. 25-32
|
| Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011684728