Pages that link to "Item:Q660096"

The following pages link to Measure preserving derivatives and the pricing kernel puzzle (Q660096):

Displaying 10 items.

• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
• The pricing kernel puzzle in forward looking data (Q1710579) (← links)
• Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
• Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445) (← links)
• Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
• Optimal portfolios under worst-case scenarios (Q5245025) (← links)
• NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING (Q5255870) (← links)
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
• Optimal measure preserving derivatives revisited (Q6054457) (← links)