A characterization of the coskewness-cokurtosis pricing model (Q2345149)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A characterization of the coskewness-cokurtosis pricing model |
scientific article; zbMATH DE number 6436827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A characterization of the coskewness-cokurtosis pricing model |
scientific article; zbMATH DE number 6436827 |
Statements
A characterization of the coskewness-cokurtosis pricing model (English)
0 references
19 May 2015
0 references
skewness
0 references
kurtosis
0 references
coskewness
0 references
cokurtosis
0 references
stochastic discount factor
0 references
0.748281717300415
0 references
0.7159296274185181
0 references
0.7093954682350159
0 references
0.7034109234809875
0 references
0.7011216878890991
0 references
