Processus de diffusion et biais de discrétisation : une analyse empirique par inférence indirecte appliquée aux taux d'intérêt
Rudy De Winne
| Year of publication: |
1998
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|---|---|
| Authors: | De Winne, Rudy |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 19.1998, 1, p. 41-58
|
| Subject: | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Schätzung | Estimation | Belgien | Belgium | Deutschland | Germany | Frankreich | France | Großbritannien | United Kingdom | Niederlande | Netherlands |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache u.d.T.: The disretization bias for processes of the short-term interest rate In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001398790