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 Date: 2009-01-27 08:16:48Mathematical finance Finance Economy Money Stochastic discount factor BlackScholes model Stochastic volatility Volatility Girsanov theorem HullWhite model |
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| First Page | Document Content | |
|---|---|---|
Date: 2009-01-27 08:16:48Mathematical finance Finance Economy Money Stochastic discount factor BlackScholes model Stochastic volatility Volatility Girsanov theorem HullWhite model |
Add to Reading List |
ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1)