Returns of claims on the upside and the viability of U-shaped pricing kernels
Gurdip Bakshi, Dilip Madan, George Panayotov
| Year of publication: |
2010
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Madan, Dilip B. ; Panayotov, George |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 97.2010, 1, p. 130-154
|
| Subject: | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003991462