The Resource Change of numeraire for affine arbitrage pricing models driven by multifactor market processes

Change of numeraire for affine arbitrage pricing models driven by multifactor market processes

Label
Change of numeraire for affine arbitrage pricing models driven by multifactor market processes
Title
Change of numeraire for affine arbitrage pricing models driven by multifactor market processes
Creator
Contributor
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Roncoroni, Andrea
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
International Centre for Economic Research
Series statement
ICER working paper series
Series volume
22/2001
Label
Change of numeraire for affine arbitrage pricing models driven by multifactor market processes
Link
https://ideas.repec.org/s/icr/wpicer.html
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12635728
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)51602241
Label
Change of numeraire for affine arbitrage pricing models driven by multifactor market processes
Link
https://ideas.repec.org/s/icr/wpicer.html
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12635728
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)51602241

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