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Pricing Derivatives Securities with Prior Information on Long- Memory Volatility

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Dettagli Bibliografici
Autore principale:	Francisco Venegas Martínez
Natura:	Artículo científico
Lingua:	en
Pubblicazione:	Centro de Investigación y Docencia Económicas, A.C. 2003
Soggetti:	Economía y Finanzas contingent pricing econometric modeling
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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