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Long-term factorization of affine pricing kernels

Crossref DOI link: https://doi.org/10.1007/s11579-017-0189-9

Published Online: 2017-06-20

Published Print: 2017-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Qin, Likuan https://orcid.org/0000-0003-2615-596X
Linetsky, Vadim
Funding

Funding for this research was provided by:

National Science Foundation (CMMI-1536503)
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Text and Data Mining valid from 2017-06-20

Version of Record valid from 2017-06-20
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Article History

Received: 3 October 2016

Accepted: 9 June 2017

First Online: 20 June 2017