Variance optimal cap pricing models
ContributorsLaurent, Jean Paul; Scaillet, Olivier

Publication date1999
NoteIRES DP 9902 and CREST DP 9907
Citation (ISO format)
LAURENT, Jean Paul, SCAILLET, Olivier. Variance optimal cap pricing models. In: Discussion Papers (IRES -Institut de recherches économiques et sociales), 1999.
Main files (1)
Article (Accepted version)

Identifiers
- PID : unige:41857
Commercial URLhttp://laurent.jeanpaul.free.fr/capdece.pdf