The pricing kernel puzzle: survey and outlook (Q1669867)
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scientific article; zbMATH DE number 6931806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The pricing kernel puzzle: survey and outlook |
scientific article; zbMATH DE number 6931806 |
Statements
The pricing kernel puzzle: survey and outlook (English)
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4 September 2018
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pricing kernel puzzle
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stochastic discount factor
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options
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S\&P 500
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0.8557479381561279
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0.7900845408439636
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0.7566417455673218
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0.7453482747077942
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0.7148464322090149
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