May 2010 | Chapter
Pricing Kernels and Stochastic Discount Factors
Title of book: Encyclopedia of Quantitative Finance|Editor(s): Rama Cont|Place of Publication: Hoboken, NJ|Publisher: Wiley|Tags: Uncertainty and Valuation|Export BibTeX >
@article{hansenrenault:2009,
title={Pricing Kernels and Stochastic Discount Factors},
author={Hansen, Lars P and Renault, Eric},
journal={Encyclopedia of Quantitative Finance},
pages={1--17},
year={2009},
publisher={Wiley Hoboken, NJ}
}
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