Browsing FGV EPGE - Eventos by Subject "Processo estocástico"

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Nonparametric stochastic discount factor decomposition and pricing of long-term derivative securities

Christensen, Timothy
2012-12

Trabalho apresentado por Timothy Christensen - Yale University no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias/longrun/index.php