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Handbook of Financial Engineering pp 231–244Cite as

Estimating Parameters in a Pricing Model with State-Dependent Shocks

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Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 18))

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References

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Author information

Authors and Affiliations

  1. School of Business Administration, Dalhousie University, Halifax, Nova Scotia, B3H 3J5, Canada

    Leonard MacLean

  2. RBC Centre for Risk Management, Faculty of Management, Dalhousie University, Halifax, Nova Scotia, B3H 3J5, Canada

    Yonggan Zhao

  3. University of Bergamo, Via Salvecchio, 19 24129, Bergamo, Italy

    Giorgio Consigli

  4. Sauder School of Business, University of British Columbia, Vancouver, BC, V6T 1Z2, Canada

    William Ziemba

Authors
  1. Leonard MacLean
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  2. Yonggan Zhao
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  3. Giorgio Consigli
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  4. William Ziemba
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Corresponding authors

Correspondence to Leonard MacLean , Yonggan Zhao or William Ziemba .

Editor information

Editors and Affiliations

  1. Department of Production Engineering and Management, Financial Engineering Laboratory Technical University of Crete, University Campus, 731 00, Chania, Greece

    Constantin Zopounidis  & Michael Doumpos  & 

  2. Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, 116595, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer Science+Business Media, LLC

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MacLean, L., Zhao, Y., Consigli, G., Ziemba, W. (2008). Estimating Parameters in a Pricing Model with State-Dependent Shocks. In: Zopounidis, C., Doumpos, M., Pardalos, P.M. (eds) Handbook of Financial Engineering. Springer Optimization and Its Applications, vol 18. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-76682-9_8

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