Functional Ross recovery: theoretical results and empirical tests (Q2338541)
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scientific article; zbMATH DE number 7134762
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| English | Functional Ross recovery: theoretical results and empirical tests |
scientific article; zbMATH DE number 7134762 |
Statements
Functional Ross recovery: theoretical results and empirical tests (English)
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21 November 2019
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Ross recovery
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pricing kernel
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state price density
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Perron-Frobenius theory
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0.83634454
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0.79368246
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0.79318357
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0.78709227
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0.78705734
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0.78587556
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