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Testing
Monotonicity
of Pricing Kernels
Timofeev, Roman
-
2007
monotonicity
of pricing kernel we can determine whether utility function is concave or not. Strictly decreasing pricing kernel … tested for
monotonicity
. …
Persistent link: https://www.econbiz.de/10009467000
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Finite difference methods for the non-linear Black-Scholes-Barenblatt equation
Budke, Albrecht
-
2013
Persistent link: https://www.econbiz.de/10010528523
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