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Pricing Derivatives Securities with Prior Information on Long- Memory Volatility

Fuente: Redalyc

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Detalles Bibliográficos
Autor principal:	Francisco Venegas Martínez
Formato:	Artículo científico
Lenguaje:	en
Publicado:	Centro de Investigación y Docencia Económicas, A.C. 2003
Materias:	Economía y Finanzas contingent pricing econometric modeling
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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