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~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
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Option Prices with Stochastic...
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
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1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
4
Implied volatility functions : a reprise
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447936
Saved in:
5
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
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