Risk-neutral Valuation and Preference Restrictions in Discrete Time Models

Auteur : Stephen J. Brown, Edwin J. Elton, Jianping Mei, Kose John, Pierluigi Balduzzi, Puneet Handa, Stephen Figlewski, Vicente Madrigal, William N. Goetzmann, Giuseppe Bertola, Martin Jay Gruber, N. K. Chidambaran, Silverio Foresi, Scott Kaplan

Date de publication : 1991

Éditeur : New York University Salomon Center, Leonard N. Stern School of Business

Nombre de pages : 41