Functional Ross recovery : theoretical results and empirical tests
Year of publication: |
2019
|
---|---|
Authors: | Dillschneider, Yannick ; Maurer, Raimond |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 108.2019, p. 1-32
|
Subject: | Perron-Frobenius theory | Pricing kernel | Ross recovery | State price density | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | CAPM |
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