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Direct estimation of the risk neutral factor dynamics of Gaussian term structure models / Dennis Bams and Peter C. Schotman. by
Material type: Article Article
Language: English In: Journal of Econometrics Elsevier Science B.V Vol. 117, No. 1 (November 2003). , p. 179-206.
Availability: Vol. 117, No. 1 (November 2003). , p. 179-206. (1)

Loss functions in option valuation : a framework for model selection / Dennis Bams, Thorsten Lehnert and Christian C. Wolff. by Series: CEPR Discussion Paper Series ; 4960 | CEPR. Discussion paper series. IEC ; v. 81/8
Material type: Continuing resource Continuing resource; Type of continuing resource:
Language: English
Publication details: London : Centre for Economic Policy Research, 2005
In: CEPR 81 CEPR. Discussion paper series. IEC ; v. 81/8.
Availability: CEPR. Discussion paper series. IEC ; v. 81/8. (1)

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