Measure preserving derivatives and the pricing kernel puzzle
Brendan K. Beare
| Year of publication: |
2011
|
|---|---|
| Authors: | Beare, Brendan K. |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 47.2011, 6, p. 689-697
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Risikopräferenz | Risk attitude |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009508879