- ...Methods
- We would like to thank Stefan
Pichler and Walter Schachermayer for helpful contributions and discussions.
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- ...Geyer
- corresponding author's address:
Department of Operations Research,
University of Economics and
Business Administration Vienna,
Augasse 2-6, A-1090 Wien;
phone: +43.1.31336.4559;
fax: +43.1.31336.708;
e-mail: geyer@wu-wien.ac.at.
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- ...phase.
- Note that
for the three-factor-model the chain denoted by QML
in Figure 2 is the chain starting from
this mixed value.
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