ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1)

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Date: 2009-01-27 08:16:48 Mathematical finance Finance Economy Money Stochastic discount factor BlackScholes model Stochastic volatility Volatility Girsanov theorem HullWhite model		ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1) Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 463,08 KB Share Document on Facebook

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