Functional Ross recovery : theoretical results and empirical tests
Yannick Dillschneider, Raimond Maurer
| Year of publication: |
2019
|
|---|---|
| Authors: | Dillschneider, Yannick ; Maurer, Raimond |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 108.2019, p. 1-32
|
| Subject: | Perron-Frobenius theory | Pricing kernel | Ross recovery | State price density | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2019.103750 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313623