Efficient Derivative Pricing by Extended Method of Moments
Year of publication: |
2005-12-01
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Authors: | Gagliardini, Patrick ; Gourieroux, Christian ; Renault, E |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Volatilität | Derivat <Wertpapier> | Risikoprämie | Erwartungstheorie |
Extent: | 66 p. application/pdf |
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Series: | Working Paper ; 296 (2005) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing ; Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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