Estimating parameters in a pricing model with state-dependent shocks

Leonard MacLean, Yonggan Zhao, Giorgio Consigli, William Ziemba

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageBritish English
Title of host publicationSpringer Optimization and Its Applications
Pages231-244
Number of pages14
DOIs
StatePublished - 2008

Publication series

NameSpringer Optimization and Its Applications
Volume18
ISSN (Print)1931-6828
ISSN (Electronic)1931-6836

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