Monografie
Efficient Quasi-Bayesian estimation of affine option pricing models using risk-neutral cumulants
- Sprache
-
Englisch
- Identifier
-
1284469085
Beteiligte Personen und Organisationen
- DOI
-
10.1016/j.jbankfin.2022.106745
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
02.05.2023, 09:12 MESZ
Objekttyp
- Monografie
Beteiligte
- Brignone, Riccardo
- Gonzato, Luca
- Lütkebohmert-Holtz, Eva
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