Pages that link to "Item:Q660096"
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The following pages link to Measure preserving derivatives and the pricing kernel puzzle (Q660096):
Displayed 10 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- The pricing kernel puzzle in forward looking data (Q1710579) (← links)
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
- Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Optimal portfolios under worst-case scenarios (Q5245025) (← links)
- NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING (Q5255870) (← links)
- SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
- Optimal measure preserving derivatives revisited (Q6054457) (← links)