Pricing and Inference with Mixtures of Conditionally Normal Processes

Details

Serval ID
serval:BIB_7920D96EED54
Type
Report: a report published by a school or other institution, usually numbered within a series.
Publication sub-type
Working paper: Working papers contain results presented by the author. Working papers aim to stimulate discussions between scientists with interested parties, they can also be the basis to publish articles in specialized journals
Collection
Publications
Title
Pricing and Inference with Mixtures of Conditionally Normal Processes
Author(s)
Bertholon H., Monfort A., Pegoraro F.
Institution details
CREST (Centre de Recherche en Economie et Statistiques)
Address
Malakoff Cedex, France
Issued date
2009
Genre
Discussion paper
Language
english
Create date
19/11/2012 17:49
Last modification date
20/08/2019 15:35
Usage data