The pricing kernel puzzle in forward looking data
Horatio Cuesdeanu, Jens Carsten Jackwerth
| Year of publication: |
2018
|
|---|---|
| Authors: | Cuesdeanu, Horatio ; Jackwerth, Jens Carsten |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 21.2018, 3, p. 253-276
|
| Subject: | Forward looking data | Option pricing | Pricing kernel | Optionspreistheorie | Option pricing theory | CAPM | Schätzung | Estimation | Black-Scholes-Modell | Black-Scholes model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-017-9140-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055741