Matches in SemOpenAlex for { <https://semopenalex.org/work/W3046593437> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W3046593437 abstract "Recently, Ross proposed an idea, now known as the “Recovery Theorem,” that asserts that the real (physical) probability measure can be recovered from the market prices of derivatives. This work has generated a great deal of controversy in the finance literature. The purpose of this paper is to revisit the core idea of the recovery theorem and to examine its implications. In particular, issues concerning the so-called factorization of the pricing kernel will be examined from the viewpoint of the Flesaker–Hughston representation." @default.
- W3046593437 created "2020-08-07" @default.
- W3046593437 creator A5057751271 @default.
- W3046593437 creator A5062727482 @default.
- W3046593437 date "2020-09-01" @default.
- W3046593437 modified "2023-09-23" @default.
- W3046593437 title "Pricing kernel factorization and recovery theorem" @default.
- W3046593437 cites W2022102720 @default.
- W3046593437 cites W2052861775 @default.
- W3046593437 cites W2094624094 @default.
- W3046593437 cites W2122686112 @default.
- W3046593437 cites W2146387535 @default.
- W3046593437 cites W2148995834 @default.
- W3046593437 cites W2156092725 @default.
- W3046593437 cites W2222818240 @default.
- W3046593437 cites W3102765787 @default.
- W3046593437 cites W3122541860 @default.
- W3046593437 cites W3125868174 @default.
- W3046593437 cites W4230133686 @default.
- W3046593437 doi "https://doi.org/10.1142/s2424786320500292" @default.
- W3046593437 hasPublicationYear "2020" @default.
- W3046593437 type Work @default.
- W3046593437 sameAs 3046593437 @default.
- W3046593437 citedByCount "0" @default.
- W3046593437 crossrefType "journal-article" @default.
- W3046593437 hasAuthorship W3046593437A5057751271 @default.
- W3046593437 hasAuthorship W3046593437A5062727482 @default.
- W3046593437 hasConcept C11413529 @default.
- W3046593437 hasConcept C118615104 @default.
- W3046593437 hasConcept C121332964 @default.
- W3046593437 hasConcept C144237770 @default.
- W3046593437 hasConcept C149782125 @default.
- W3046593437 hasConcept C17744445 @default.
- W3046593437 hasConcept C181236170 @default.
- W3046593437 hasConcept C18762648 @default.
- W3046593437 hasConcept C187834632 @default.
- W3046593437 hasConcept C199539241 @default.
- W3046593437 hasConcept C202444582 @default.
- W3046593437 hasConcept C21031990 @default.
- W3046593437 hasConcept C2164484 @default.
- W3046593437 hasConcept C2776230367 @default.
- W3046593437 hasConcept C2776359362 @default.
- W3046593437 hasConcept C2780009758 @default.
- W3046593437 hasConcept C33175817 @default.
- W3046593437 hasConcept C33923547 @default.
- W3046593437 hasConcept C41008148 @default.
- W3046593437 hasConcept C74193536 @default.
- W3046593437 hasConcept C76155785 @default.
- W3046593437 hasConcept C77088390 @default.
- W3046593437 hasConcept C94625758 @default.
- W3046593437 hasConcept C97355855 @default.
- W3046593437 hasConceptScore W3046593437C11413529 @default.
- W3046593437 hasConceptScore W3046593437C118615104 @default.
- W3046593437 hasConceptScore W3046593437C121332964 @default.
- W3046593437 hasConceptScore W3046593437C144237770 @default.
- W3046593437 hasConceptScore W3046593437C149782125 @default.
- W3046593437 hasConceptScore W3046593437C17744445 @default.
- W3046593437 hasConceptScore W3046593437C181236170 @default.
- W3046593437 hasConceptScore W3046593437C18762648 @default.
- W3046593437 hasConceptScore W3046593437C187834632 @default.
- W3046593437 hasConceptScore W3046593437C199539241 @default.
- W3046593437 hasConceptScore W3046593437C202444582 @default.
- W3046593437 hasConceptScore W3046593437C21031990 @default.
- W3046593437 hasConceptScore W3046593437C2164484 @default.
- W3046593437 hasConceptScore W3046593437C2776230367 @default.
- W3046593437 hasConceptScore W3046593437C2776359362 @default.
- W3046593437 hasConceptScore W3046593437C2780009758 @default.
- W3046593437 hasConceptScore W3046593437C33175817 @default.
- W3046593437 hasConceptScore W3046593437C33923547 @default.
- W3046593437 hasConceptScore W3046593437C41008148 @default.
- W3046593437 hasConceptScore W3046593437C74193536 @default.
- W3046593437 hasConceptScore W3046593437C76155785 @default.
- W3046593437 hasConceptScore W3046593437C77088390 @default.
- W3046593437 hasConceptScore W3046593437C94625758 @default.
- W3046593437 hasConceptScore W3046593437C97355855 @default.
- W3046593437 hasLocation W30465934371 @default.
- W3046593437 hasOpenAccess W3046593437 @default.
- W3046593437 hasPrimaryLocation W30465934371 @default.
- W3046593437 hasRelatedWork W11013862 @default.
- W3046593437 hasRelatedWork W2107435 @default.
- W3046593437 hasRelatedWork W5166318 @default.
- W3046593437 hasRelatedWork W5510077 @default.
- W3046593437 hasRelatedWork W5924924 @default.
- W3046593437 hasRelatedWork W6633082 @default.
- W3046593437 hasRelatedWork W8414105 @default.
- W3046593437 hasRelatedWork W8854223 @default.
- W3046593437 hasRelatedWork W989434 @default.
- W3046593437 hasRelatedWork W1009026 @default.
- W3046593437 isParatext "false" @default.
- W3046593437 isRetracted "false" @default.
- W3046593437 magId "3046593437" @default.
- W3046593437 workType "article" @default.