European University Institute Library

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

Type

http://bibfra.me/vocab/lite/Instance

Label

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

System control number

(OCoLC)51602241

Instantiates

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

Access location

Check for full-text

Carrier category

volume

Media category

unmediated

Publication

ICER, Torino, 2001

Incoming Resources

Item of
1
- Change of numeraire for affine arbitrage pricing models driven by multifactor market processes

Outgoing Resources

Instantiates
1
- Change of numeraire for affine arbitrage pricing models driven by multifactor market processes
Access location
1
- Check for full-text
Carrier category
1
- volume
Media category
1
- unmediated
Publication
1
- ICER, Torino, 2001