A theory of equivalent expectation measures for contingent claim returns
Sanjay K. Nawalkha and Xiaoyang Zhuo
| Year of publication: |
2022
|
|---|---|
| Authors: | Nawalkha, Sanjay K. ; Zhuo, Xiaoyang |
| Subject: | Optionspreistheorie | Option pricing theory | Erwartungsbildung | Expectation formation | Messung | Measurement | Querschnittsanalyse | Cross-section analysis | Zinsstruktur | Yield curve | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jofi.13172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013396297