Pricing Kernel (Non)Monotonicity and Conditional Information

SSRN Electronic Journal 2026 Preprint Open access

Read full text

Authors: Lei Zhou, Ruting Wang, W. Hardle, Levin Schach, Xiaorui Zuo

DOI: 10.2139/ssrn.6041989

Cited by: 0

References: 47

Fields of Study & Subjects

Stochastic processes and financial applications Consumer Market Behavior and Pricing Complex Systems and Time Series Analysis

References 47