Measure preserving derivatives and the pricing kernel puzzle (Q660096)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Measure preserving derivatives and the pricing kernel puzzle
scientific article

    Statements

    Measure preserving derivatives and the pricing kernel puzzle (English)
    0 references
    0 references
    25 January 2012
    0 references
    Hardy
    0 references
    Littlewood inequality
    0 references
    payoff distribution pricing model
    0 references
    pricing kernel puzzle
    0 references
    Ryff's decomposition
    0 references

    Identifiers