Long-term factorization of affine pricing kernels (Q1687374)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6821356
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Long-term factorization of affine pricing kernels |
scientific article; zbMATH DE number 6821356 |
Statements
Long-term factorization of affine pricing kernels (English)
0 references
29 December 2017
0 references
stochastic discount factor
0 references
affine models
0 references
long-term factorization
0 references
long forward measure
0 references
principal eigenfunction
0 references
0 references
0.815838098526001
0 references
0.7940726280212402
0 references
0.755436897277832
0 references
0.755436897277832
0 references
