Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10010379480
Persistent link: https://www.econbiz.de/10010473494
Persistent link: https://www.econbiz.de/10003556632
Persistent link: https://www.econbiz.de/10012549100
We present a generalization of Cochrane and Saá-Requejo's good-deal bounds which allows to include in a flexible way the implications of a given stochastic discount factor model. Furthermore, a useful application to stochastic volatility models of option pricing is provided where closed-form...
Persistent link: https://www.econbiz.de/10013037581