Noncausal affine processes with applications to derivative pricing

Saved in:

Bibliographic Details

Authors and Corporations:	Gouriéroux, Christian (Author), Lu, Yang (Author)
Other Authors:	Lu, Yang [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Center for Research in Economics and Statistics January 2019
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2019, 02
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen