Econometric specification of stochastic discount factor models (Q278271)
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scientific article; zbMATH DE number 6575976
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| English | Econometric specification of stochastic discount factor models |
scientific article; zbMATH DE number 6575976 |
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Econometric specification of stochastic discount factor models (English)
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2 May 2016
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derivative pricing
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Esscher transform
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stochastic discount factor
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variance-gamma model
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semiparametric pricing
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0.7483024597167969
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0.7432940602302551
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0.7396421432495117
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0.7396421432495117
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0.7385671138763428
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