Consistent Valuation Across Curves Using Pricing Kernels
Year of publication: |
2018
|
---|---|
Authors: | Macrina, Andrea |
Other Persons: | Mahomed, Obeid (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Core | CAPM |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3102513 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asset pricing under information with stochastic volatility
Düring, Bertram, (2009)
-
Probability weighting functions implied in options prices
Polkovnichenko, Valery, (2013)
-
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun, (2015)
- More ...
-
Consistent valuation across curves using pricing kernels
Macrina, Andrea, (2018)
-
Term Risk in Interest Rate Markets
Macrina, Andrea, (2021)
-
Consistent valuation across curves using pricing kernels
Macrina, Andrea, (2018)
- More ...