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Aggregate consumption 1 Aktienindex 1 Börsenkurs 1 CAPM 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Estimation 1 Option pricing theory 1 Optionspreistheorie 1 Physical distribution 1 Realized variance 1 Risk-neutral distribution 1 Schätzung 1 Share price 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic activity rate 1 Stochastic process 1 Stochastischer Prozess 1 Stock index 1 U-shaped pricing kernel 1
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Yamazaki, Akira 1
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Quantitative finance 1
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A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira - In: Quantitative finance 18 (2018) 5, pp. 851-875
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