Asset pricing under information with stochastic volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Düring, Bertram |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 12.2009, 2, p. 141-167
|
| Publisher: |
Springer |
| Subject: | Pricing kernel | Stochastic volatility | Asset pricing | Option pricing | Credit spreads |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005016334