A theory of equivalent expectation measures for contingent claim returns
Year of publication: |
2022
|
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Authors: | Nawalkha, Sanjay K. ; Zhuo, Xiaoyang |
Published in: |
The journal of finance : the journal of the American Finance Association. - Berkeley, Calif. : AFA, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 77.2022, 5, p. 2853-2906
|
Subject: | Optionspreistheorie | Option pricing theory | Erwartungsbildung | Expectation formation | Messung | Measurement | Querschnittsanalyse | Cross-section analysis | Zinsstruktur | Yield curve | Theorie | Theory |
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