Price, Volatility and Interest Rate Risk Premia : Estimation in an Option Pricing Framework.

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Serval ID
serval:BIB_41822
Type
PhD thesis: a PhD thesis.
Collection
Publications
Title
Price, Volatility and Interest Rate Risk Premia : Estimation in an Option Pricing Framework.
Author(s)
Bruand M.
Institution details
Université de Lausanne, Faculté des hautes études commerciales
Publication state
Accepted
Issued date
1998
Notes
Old school value: Université de Lausanne
Create date
19/11/2007 11:21
Last modification date
20/08/2019 14:42
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