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Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Grith, Maria and Härdle, Wolfgang and Park, Juhyun (2009) Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. Working Paper. Humboldt University, Berlin.

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Item Type: Monograph (Working Paper)
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 33286
Deposited By: Mr Richard Ingham
Deposited On: 11 May 2010 11:56
Refereed?: No
Published?: Published
Last Modified: 09 Oct 2013 15:42
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/33286

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