Efficient derivative pricing by extended method of moments

Patrick Gagliardini; C. Gourieroux; E. Renault

Year of publication:	2005
Authors:	Gagliardini, Patrick ; Gouriéroux, Christian ; Renault, Eric
Publisher:	St. Gallen : Dep. of Economics, Univ. of St. Gallen
Subject:	CAPM \| Derivat \| Derivative \| Risikoprämie \| Risk premium \| Theorie \| Theory \| Momentenmethode \| Method of moments

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