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Optionspreistheorie
Theorie
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Markov chain
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1997-2013
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Capital market returns
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Beare, Brendan K.
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Dossani, Asad
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Quantitative finance
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ECONIS (ZBW)
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Measure preserving derivatives and the pricing kernel puzzle
Beare, Brendan K.
- In:
Journal of mathematical economics
47
(
2011
)
6
,
pp. 689-697
Persistent link: https://www.econbiz.de/10009508879
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2
Optimal measure preserving derivatives revisited
Beare, Brendan K.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 370-388
Persistent link: https://www.econbiz.de/10014278673
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3
Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.
;
Dossani, Asad
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 623-635
Persistent link: https://www.econbiz.de/10011906445
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