Inferring the Forward Looking Equity Risk Premium from Derivative Prices (Q3368328): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 11:55, 5 March 2024

scientific article
Language Label Description Also known as
English
Inferring the Forward Looking Equity Risk Premium from Derivative Prices
scientific article

    Statements

    Inferring the Forward Looking Equity Risk Premium from Derivative Prices (English)
    0 references
    0 references
    0 references
    27 January 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    Ex-ante risk premium
    0 references
    Implied volatility
    0 references
    Kalman filter
    0 references
    Stochastic differential equations
    0 references
    Measure transformation.
    0 references