Characteristics of Model-Free Pricing Kernels
Year of publication: |
[2021]
|
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Authors: | Ulrich, Maxim ; Walther, Simon |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Core | Börsenkurs | Share price | CAPM | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 16, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3733838 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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