Variance optimal cap pricing models

Laurent, Jean Paul; Scaillet, Olivier

Scientific article

Open access

English

Variance optimal cap pricing models

ContributorsLaurent, Jean Paul; Scaillet, Olivier

Published inDiscussion Papers (IRES -Institut de recherches économiques et sociales)

Publication date1999

NoteIRES DP 9902 and CREST DP 9907

Affiliation

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

LAURENT, Jean Paul, SCAILLET, Olivier. Variance optimal cap pricing models. In: Discussion Papers (IRES -Institut de recherches économiques et sociales), 1999.

Article (Accepted version)

Identifiers

PID : unige:41857

Commercial URLhttp://laurent.jeanpaul.free.fr/capdece.pdf

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Variance optimal cap pricing models

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