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
Resource Information
The item Change of numeraire for affine arbitrage pricing models driven by multifactor market processes represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Change of numeraire for affine arbitrage pricing models driven by multifactor market processes represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Change-of-numeraire-for-affine-arbitrage-pricing/0VU-AFWVuQk/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Change-of-numeraire-for-affine-arbitrage-pricing/0VU-AFWVuQk/">Change of numeraire for affine arbitrage pricing models driven by multifactor market processes</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Change-of-numeraire-for-affine-arbitrage-pricing/0VU-AFWVuQk/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Change-of-numeraire-for-affine-arbitrage-pricing/0VU-AFWVuQk/">Change of numeraire for affine arbitrage pricing models driven by multifactor market processes</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
