Work

The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory

Year: 2012

Type: book-chapter

Source: Contemporary studies in economic and financial analysis

DOI: 10.1108/s1569-3759(2012)0000094009

Authors: David P. Brown, Jens Carsten Jackwerth

Institutions: University of Wisconsin–Madison, University of Konstanz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2162834287

FWCI: 29.89

Cites: 86

Cited by: 75

Related to: 10