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Düring, Bertram [Author]

Asset pricing under information with stochastic volatility

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http://hdl.handle.net/10419/32164

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Konstanz: University of Konstanz, Center of Finance and Econometrics (CoFE), 2008
Bloch, Daniel Alexandre [Author]

Learning The Pricing Kernel : Applications To Option Pricing

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[S.l.]: SSRN, [2023]
Sichert, Tobias [Author]

The Pricing Kernel Is U-shaped

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https://ssrn.com/abstract=3095551

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[S.l.]: SSRN, [2020]
Härdle, Wolfgang Karl [Author]; Krätschmer, Volker [Author]; Rouslan, Moro [Author]

A microeconomic explanation of the epk paradox - [published Version]

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https://oa.tib.eu/renate/handle/123456789/2230

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Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009
Belomestny, Denis [Author]; Ma, Shujie [Author]; Härdle, Wolfgang Karl [Author]

Pricing kernel modeling

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http://hdl.handle.net/10419/107915

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2014
Almeida, Caio [Author]; Freire, Gustavo [Author]

Demand in the Option Market and the Pricing Kernel

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https://ssrn.com/abstract=4314173

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[S.l.]: SSRN, 2023
Chen, Chang-Chih [Author]; Ho (何), Kung-Cheng (恭政) [Author]; Yan, Cheng [Author]; Yeh, Chung-Ying [Author]; Yu, Min‐Teh [Author]

Does Ambiguity Matter for Corporate Debt Financing? Theory and Evidence

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https://ssrn.com/abstract=4437624

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[S.l.]: SSRN, [2023]
Beare, Brendan K. [Author]

Optimal measure preserving derivatives revisited

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2023

Published in: Mathematical finance ; 33(2023), 2 vom: Apr., Seite 370-388
Winkel, Julian [Author]; Härdle, Wolfgang K. [Author]

Pricing Kernels and Risk Premia implied in Bitcoin Options

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https://ssrn.com/abstract=4282905

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[S.l.]: SSRN, 2022
Chen, Yi-Hsuan [Author]; Vinogradov, Dmitri V. [Author]

Coins with benefits : on existence, pricing kernel and risk premium of cryptocurrencies

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https://www.wiwi.hu-berlin.de/de/forschung/irtg/results/resolveuid/00eb19bf74744db48b9810c91a439e2e

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Berlin: International Research Training Group 1792, [2021]

Published in: IRTG 1792 discussion paper ; 2021,6
Feldman, David [Author] ; Leisen, Dietmar [Other]

Minimal Dynamic Equilibria

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https://ssrn.com/abstract=3146670

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[S.l.]: SSRN, [2019]
Siddiqi, Hammad [Author]; Quiggin, John C. [Author]

The pricing kernel puzzle : a behavioral explanation

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2019

Published in: Cogent economics & finance ; 7(2019), 1, Artikel-ID 1684609, Seite 1-20
Grith, Maria [Author]; Karl Härdle, Wolfgang [Author]; Krätschmer, Volker [Author]

Reference dependent preferences and the EPK puzzle

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http://hdl.handle.net/10419/79636

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2013
Mihoci, Andrija [Author] ; Härdle, Wolfgang [Degree supervisor]; Hautsch, Nikolaus [Degree supervisor]

Structural adaptive models in financial econometrics

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https://d-nb.info/1026914302/34

kostenfrei

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Berlin: Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
Renaut, Eric [Author]; Heijden, Thijs van der [Author]; Werker, Bas J. M. [Author]

Arbitrage pricing theory for idiosyncratic variance factors

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https://academic.oup.com/jfec/article-pdf/21/5/1403/53400307/nbac008.pdf

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2023

Published in: Journal of financial econometrics ; 21(2023), 5 vom: Herbst, Seite 1403-1442
Heston, Steven L. [Author]; Jacobs, Kris [Author]; Kim, Hyung Joo [Author]

Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models

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[S.l.]: SSRN, [2022]
Härdle, Wolfgang [Author]; Krätschmer, Volker [Author]; Moro, Rouslan [Author]

A microeconomic explanation of the EPK paradox

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2009
Moro, Rouslan [Author]; Härdle, Wolfgang [Author]; Kratschmer, Volker [Author]

A Microeconomic Explanation of the EPK Paradox

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2009
Härdle, Wolfgang [Author]; Krätschmer, Volker [Author]; Moro, Rouslan [Author]

A microeconomic explanation of the EPK paradox

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2009
Härdle, Wolfgang Karl [Author]; Krätschmer, Volker [Author]; Moro, Rouslan A. [Author]

A microeconomic explanation of the EPK paradox

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http://hdl.handle.net/10419/25326

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2009

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