Change search
ReferencesLink to record
Permanent link

Direct link
Variance Dependent Pricing Kernels in GARCH Models
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2012. , 62 p.
U.U.D.M. project report, 2012:20
National Category
Mathematical Analysis
URN: urn:nbn:se:uu:diva-180373OAI: diva2:549771
Educational program
Master Programme in Mathematics
Physics, Chemistry, Mathematics
Available from: 2012-09-05 Created: 2012-09-05 Last updated: 2012-09-05Bibliographically approved

Open Access in DiVA

fulltext(657 kB)363 downloads
File information
File name FULLTEXT01.pdfFile size 657 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Analysis and Applied Mathematics
Mathematical Analysis

Search outside of DiVA

GoogleGoogle Scholar
Total: 363 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 476 hits
ReferencesLink to record
Permanent link

Direct link