Robust stochastic discount factors
Phelim Boyle; Shui Feng; Weidong Tian; Tan Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Boyle, Phelim P. ; Feng, Shui ; Tian, Weidong ; Wang, Tan |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 3, p. 1077-1122
|
| Subject: | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10003742222