A dynamic equilibrium model for U-shaped pricing kernels
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Cites work
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- A tale of two option markets: pricing kernels and volatility risk
- A theory of the term structure of interest rates
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- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
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