CONDITIONAL DENSITY MODELS FOR ASSET PRICING
- FILIPOVIĆ, DAMIR Swiss Finance Institute and École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland
- HUGHSTON, LANE P. Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom
- MACRINA, ANDREA Institute of Economic Research, Kyoto University, Kyoto 606-8501, Japan
- 2012-9-10
Published in:
- Finance at Fields. - WORLD SCIENTIFIC. - 2012, p. 225-248
- Language
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- English
- Open access status
- green
- Identifiers
- Persistent URL
- https://sonar.ch/global/documents/51359
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