DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN...

Mathematical Finance 1996 Vol. 6; Iss. 1

DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT

Sergio Pastorello
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Volume:
6
Year:
1996
Language:
english
Pages:
7
DOI:
10.1111/j.1467-9965.1996.tb00114.x
File:
PDF, 347 KB
english, 1996
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