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Option pricing theory
state prices
9
State prices
8
Optionspreistheorie
6
Börsenkurs
4
Ross recovery
4
Theorie
4
Estimation
3
General equilibrium
3
Recovery Theorem
3
Schätzung
3
Share price
3
Theory
3
predictive information
3
real-world measure
3
state-price matrix
3
Allgemeines Gleichgewicht
2
Arbitrage Pricing
2
Arbitrage pricing
2
Arrow-Debreu state prices
2
Asset pricing
2
CAPM
2
Capital income
2
Cash-in-advance constraints
2
Continuous-time finance
2
Kapitaleinkommen
2
Kapitalmarkttheorie
2
Risk-neutral probabilities
2
Statistical distribution
2
Statistische Verteilung
2
Term structure of interest rates
2
Théorie générale of stochastic processes
2
cash-in-advance constraints
2
options
2
risk-neutral probabilities
2
term structure of interest rates
2
Analysis
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
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English
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Grinblatt, Mark
1
Jackwerth, Jens Carsten
1
Leitner, Johannes
1
Malamud, Semyon
1
Menner, Marco
1
Metaxoglou, Konstantinos
1
Smith, Aaron D.
1
Taboga, Marco
1
Wan, Kam-Ming
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CoFE discussion papers
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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State pricing, effectively complete markets, and corporate finance
Grinblatt, Mark
;
Wan, Kam-Ming
- In:
The journal of corporate finance : contracting, …
60
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012163682
Saved in:
2
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
3
Forecasting stock returns using option-implied
state
prices
Metaxoglou, Konstantinos
;
Smith, Aaron D.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 427-473
Persistent link: https://www.econbiz.de/10011987539
Saved in:
4
Option-implied probability distributions : How reliable? How jagged?
Taboga, Marco
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 453-469
Persistent link: https://www.econbiz.de/10011626502
Saved in:
5
Noisy Arrow-Debreu equilibria
Malamud, Semyon
-
2015
-Debreu
state
prices
are not sufficient to recover the information contained in the noisy aggregate demand and supply. My results …
Persistent link: https://www.econbiz.de/10011296088
Saved in:
6
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
prices of contingent claims. The relation between equivalent martingale measure,
state
prices
, market price of risk and the …
Persistent link: https://www.econbiz.de/10011544749
Saved in:
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