Long-Term Risk: A Martingale Approach (Q4612496): Difference between revisions
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Latest revision as of 19:08, 19 April 2024
scientific article; zbMATH DE number 7009630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Term Risk: A Martingale Approach |
scientific article; zbMATH DE number 7009630 |
Statements
Long-Term Risk: A Martingale Approach (English)
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31 January 2019
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stochastic discount factor
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pricing kernel
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long-term factorization
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long bond
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long forward measure
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long-term risk-neutral measure
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principal eigenfunction
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