Latent variable models for stochastic discount factors

Authors
Garcia, R Renault, E
Citation
R. Garcia et E. Renault, Latent variable models for stochastic discount factors, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 154-184
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
154 - 184
Database
ISI
SICI code