The Properties of Local Risk Premia Under a Non-compact Probability Density Function

Authors
Sproule, Robert A.
Citation
Robert A. Sproule, The Properties of Local Risk Premia Under a Non-compact Probability Density Function, Rivista internazionale di scienze economiche e commerciali mmerciali, (2), 1991, pp. 133
Journal title
Rivista internazionale di scienze economiche e commerciali mmerciali
ISSN journal
00356751 → ACNP
Issue
2
Year of publication
1991
Database
ESSPER
SICI code
0035-6751(1991)51:2<133:TPOLRP>2.0.ZU;2-C