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Black-Scholes model 1 Black-Scholes-Modell 1 Börsenkurs 1 CAPM 1 Estimation 1 Forward looking data 1 Option pricing 1 Option pricing theory 1 Optionspreistheorie 1 Pricing kernel 1 Schätzung 1 Share price 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cuesdeanu, Horatio 1 Jackwerth, Jens Carsten 1
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Review of derivatives research 1
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The pricing kernel puzzle in forward looking data
Cuesdeanu, Horatio; Jackwerth, Jens Carsten - In: Review of derivatives research 21 (2018) 3, pp. 253-276
Persistent link: https://www.econbiz.de/10012055741
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