Econometric specification of stochastic discount factor models
C. Gourieroux; A. Monfort
| Year of publication: |
2007
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|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 2, p. 509-530
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| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Theorie | 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/10003412662