Computation of the Implied Discount Rate and Volatility for an Overdefined System Using Stochastic Optimization

IMA Journal of Management Mathematics- United Kingdom

doi 10.1093/imaman/dpv007

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Categories

Applied Mathematics

Management Science

Management Information Systems

Operations Research

Date

March 11, 2015

Authors

Nikolai Dokuchaev

Publisher

Oxford University Press (OUP)

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