Efficient derivative pricing by the extended method of moments
Year of publication: |
2011
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Authors: | Gagliardini, Patrick ; Gouriéroux, Christian ; Renault, Eric |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 79.2011, 4, p. 1181-1232
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Subject: | CAPM | Derivat | Derivative | Risikoprämie | Risk premium | Momentenmethode | Method of moments | Theorie | Theory |
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