Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions
Akira Yamazaki
| Year of publication: |
2025
|
|---|---|
| Authors: | Yamazaki, Akira |
| Subject: | Option payoff | Pricing kernel | Static replication | Subjective probability distribution | Utility function | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Nutzen | Utility | Wahrscheinlichkeitsrechnung | Probability theory | Nutzenfunktion | Risikoaversion | Risk aversion | Core |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2025.102362 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372650