Pricing growth-rate risk
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Publication:1761429
DOI10.1007/s00780-010-0141-9zbMath1262.91069OpenAlexW2142060207MaRDI QIDQ1761429
Lars Peter Hansen, José Alexandre Scheinkman
Publication date: 15 November 2012
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-010-0141-9
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- Applications of Malliavin calculus to Monte-Carlo methods in finance. II
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