Talk:State prices

Latest comment: 1 year ago by Kautilyalundit in topic The merge

The name

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There are several names for the same shit, state price density is also called pricing kernel, or state price deflator, or marginal rate of substitution process. Just for convenience, I list them here. Any more?

The usual 3 presentations

  •  
  •  
  •  

where   is the discount process and Z is to change the measure, so the state price density  . In discrete state case,  

Jackzhp (talk) 21:01, 8 July 2010 (UTC)Reply

Merge proposal

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The following discussion is closed. Please do not modify it. Subsequent comments should be made in a new section. A summary of the conclusions reached follows.
The result was merge into State Prices. -- Kautilyalundit (talk) 08:04, 29 March 2023 (UTC)Reply


The discussion above is closed. Please do not modify it. Subsequent comments should be made on the appropriate discussion page. No further edits should be made to this discussion.

The merge

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    Y Merger complete. as per WP:MERGE Kautilyalundit (talk) 08:14, 29 March 2023 (UTC)Reply