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  • Search: subject:"Exponential-affine pricing kernels"
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Affine models 1 CAPM 1 Capital income 1 Exponential-affine pricing kernels 1 Hedging 1 Kapitaleinkommen 1 Multi-component volatility 1 Option hedging 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risk-minimization 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Augustyniak, Maciej 1 Badescu, Alexandru 1 Bégin, Jean-François 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej; Badescu, Alexandru; Bégin, … - In: Journal of econometrics 232 (2023) 2, pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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