Grant: Standard Research Grants
York University
$36,138.00
A MinMax approach to implied valuation operators and friction functions
FY 2002-03
Program
Standard Research Grants
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
4326
Name nom
Prisman, Eliezer Z.
Role
Applicant
Award amount
36138.00
Fiscal year exercice financier
2002
Institution
York University
Établissement
Université York
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2002
Title
A MinMax approach to implied valuation operators and friction functions
Keywords
market frictions; implicit valuation operators; term structure estimation; arbitrage pricing; duality; high frequency data; derivatives
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Financial Economics
Discipline fr
Économie financière
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
