The pricing kernel puzzle in forward looking data
type: Item
instance of: scholarly article
title: The pricing kernel puzzle in forward looking data
zbMATH Open document ID: 1405.91605
author: Horatio Cuesdeanu
author: Jens Carsten Jackwerth
published in: Review of Derivatives Research
publication date: 2019-01-23T00:00:00Z
full work available at URL: urn:nbn:de:bsz:352-2-11k3n4zxe7ti61
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7005222
zbMATH Keywords: pricing kernel
zbMATH Keywords: option pricing
zbMATH Keywords: forward looking data
MaRDI profile type: Publication
OpenAlex ID: W3125772292
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DOI: 10.1007/S11147-017-9140-8
description: scientific article; zbMATH DE number 7005222