Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option market trading activity and the estimation of the pricing kernel: a Bayesian approach |
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Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (English)
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22 April 2020
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pricing kernel
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pricing kernel puzzle
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physical measure
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Dirichlet process
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Bayesian nonparametric estimation
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options
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S\&P 500 index
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