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Estimating the implicit interest rate of a risky asset · Study

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ArticleEstimating the implicit interest rate of a risky asset

Robert James Elliott1994

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Articlebronze1994

Estimating the implicit interest rate of a risky asset

Robert James Elliott · Raymond Rishel

24 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Statistical Research Economic theories and models

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2016Numerical solution of stochastic differential equations 1986Stochastic Calculus and Applications.1991Estimating Variance From High, Low and Closing Prices 1984Stochastic Calculus and Applications.

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2002PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS 2010Optimal portfolio policies under bounded expected loss and partial information

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Year1994

Typearticle

Published1994-02-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-4149(94)90133-3

openalex_workW1969786845

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