Econometric specification of stochastic discount factor models (Q278271): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric specification of stochastic discount factor models |
scientific article |
Statements
Econometric specification of stochastic discount factor models (English)
0 references
2 May 2016
0 references
derivative pricing
0 references
Esscher transform
0 references
stochastic discount factor
0 references
variance-gamma model
0 references
semiparametric pricing
0 references
