Inferring the Forward Looking Equity Risk Premium from Derivative Prices (Q3368328): Difference between revisions
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Latest revision as of 20:38, 19 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)
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27 January 2006
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Ex-ante risk premium
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Implied volatility
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Kalman filter
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Stochastic differential equations
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Measure transformation.
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