Search Results - subject:"Regime-switching risk premia"

Driffill, John; Sola, Martin; Kenc, Turalay - Departamento de Economía, Universidad Torcuato Di Tella - 2009

e develop a model of regime-switching risk premia as well as regimedependent factor risk premia to price real options …

Persistent link: https://www.econbiz.de/10005041756

DRIFFILL, JOHN; KENC, TURALAY; SOLA, MARTIN - In: International Journal of Theoretical and Applied … 16 (2013) 05, pp. 1350028-1

We develop a model of regime-switching risk premia as well as regime-dependent factor risk premia to price real options …

Persistent link: https://www.econbiz.de/10010883223

Driffill, John; Kenç, Turalay; Sola, Martin - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10009784006