Measure preserving derivatives and the pricing kernel puzzle (Q660096): Difference between revisions

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+https://doi.org/10.1016/j.jmateco.2011.09.005
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+W1978225880
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@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
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@@ Property / cites work @@
+Rearrangement inequalities in non-convex insurance models
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@@ Property / cites work @@
+Q5184000
@@ Property / cites work: Q5184000 / rank @@
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+Stochastic finance. An introduction in discrete time
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+Q4758141
@@ Property / cites work: Q4758141 / rank @@
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+Co-monotonicity of optimal investments and the design of structured financial products
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@@ Property / cites work @@
+Measure preserving transformations and rearrangements
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