A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

Research output: Contribution to conference › Paper › peer-review

Original language	American English
State	Published - 2015
Event	A conference in honor of Grant H. Hillier - Amsterdam Duration: 1 May 2015 → 1 May 2015

Conference	A conference in honor of Grant H. Hillier
City	Amsterdam
Period	1/05/15 → 1/05/15

Cite this

TY - CONF

T1 - A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

AU - Lieberman, O.

PY - 2015

Y1 - 2015

UR - https://www.cemmap.ac.uk/wp-content/legacy/uploads/cemmap/resources/grantschrift/GHHconferenceDetails_nd_Participants.pdf

UR - https://www.cemmap.ac.uk/wp-content/legacy/uploads/cemmap/resources/grantschrift/LaudationGHH.pdf

M3 - Paper

T2 - A conference in honor of Grant H. Hillier

Y2 - 1 May 2015 through 1 May 2015

ER -