Pages that link to "Item:Q2173190"
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The following pages link to Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190):
Displayed 3 items.
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- Forecasting market index volatility using Ross-recovered distributions (Q5068087) (← links)