The Pricing Kernel in Options.

Autor: Heston, Steven1 sheston@umd.edu, Jacobs, Kris2 kjacobs@bauer.uh.edu, Hyung Joo Kim3 hyungjoo.kim@frb.gov
Zdroj: Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Aug2023, preceding p1-64. 65p.
Databáze: Business Source Ultimate