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~person:"Chorro, Christophe"
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Stochastic Discount Factor
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Martingalized Historical approach for Option Pricing
Chorro, Christophe
;
Guegan, Dominique
;
Ielpo, Florian
-
HAL
-
2010
the affine
stochastic
discount
factor
(SDF) and the empirical martingale correction methodologies. Using a CAC 40 options …
Persistent link: https://www.econbiz.de/10010738536
Saved in:
2
Martingalized Historical approach for Option Pricing
Chorro, Christophe
;
Guegan, Dominique
;
Ielpo, Florian
-
HAL
-
2009
the affine
stochastic
discount
factor
and the empirical martingale correction methodologies. Using a CAC 40 options …
Persistent link: https://www.econbiz.de/10010738694
Saved in:
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