Monotonicity of the stochastic discount factor and expected option returns
Year of publication: |
2015
|
---|---|
Authors: | Chaudhuri, Ranadeb ; Schroder, Mark D. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 5, p. 1463-1505
|
Subject: | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Aktienindex | Stock index | Volatilität | Volatility | Theorie | Theory |
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