Identification and Estimation of 'Maximal' Affine Term Structure Models : An Application to Stochastic Volatility
Year of publication: |
[2011]
|
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Authors: | Collin-Dufresne, Pierre |
Other Persons: | Goldstein, Robert S. (contributor) ; Jones, Christopher S. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (62 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 14, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.410420 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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