(Almost) Model-Free Recovery
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Publisher
Elsevier BV
Reference41 articles.
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The pricing kernel puzzle: survey and outlook;Annals of Finance;2017-12-19
2. A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps;European Journal of Operational Research;2017-10
3. A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem;The Review of Financial Studies;2017-09-25
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