Measure preserving derivatives and the pricing kernel puzzle (Q660096)
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scientific article; zbMATH DE number 6000198
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Measure preserving derivatives and the pricing kernel puzzle |
scientific article; zbMATH DE number 6000198 |
Statements
Measure preserving derivatives and the pricing kernel puzzle (English)
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25 January 2012
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Hardy
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Littlewood inequality
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payoff distribution pricing model
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pricing kernel puzzle
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Ryff's decomposition
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0.8358773589134216
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0.8234817385673523
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0.7048974633216858
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0.7008460760116577
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0.6953641176223755
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