Arbitrage-Based Pricing When Volatility is Stochastic
1997
Details
Title
Arbitrage-Based Pricing When Volatility is Stochastic
Author(s)
Bossaerts, P. ; Ghysels, Eric ; Gouriéroux, Christian
Date
1997
Keywords
Laboratories
SFI-PB
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > CDM Archives > SFI-PB - Laboratory for Decision Making under Uncertainty
Working papers
Work produced at EPFL
Published
Working papers
Work produced at EPFL
Published
Record creation date
2008-03-12