مرکز منطقه ای اطلاع رساني علوم و فناوري - Pricing multivariate contingent claims using estimated risk

Title of article :

Pricing multivariate contingent claims using estimated risk–neutral density functions

Author/Authors :

Joshua V. Rosenberg، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

229

To page :

247

Keywords :

Derivative asset pricing , Stochastic Volatility , Multivariate density functions

Journal title :

Journal of International Money and Finance

Serial Year :

1998

Journal title :

Journal of International Money and Finance

Record number :

191144

Link To Document :