Pricing Kernel Monotonicity and Conditional Information
Author:
Affiliation:
1. University of Massachusetts
2. University of Notre Dame
3. University of Michigan
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/2/493/24434360/hhx095.pdf
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3. Returns of claims on the upside and the viability of U-shaped pricing kernels.;Bakshi,;Journal of Financial Economics,2010
4. Residual life time at great age.;Balkema,;Annals of Probability,1974
5. A garch option pricing model with filtered historical simulation.;Barone-Adesi,;Review of Financial Studies,2008
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