Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
Markov processes
asset pricing |
| gptkbp:concerns |
recovery of real-world probability distribution from market prices
|
| gptkbp:field |
financial mathematics
|
| https://www.w3.org/2000/01/rdf-schema#label |
Ross recovery theorem
|
| gptkbp:proposedBy |
gptkb:Stephen_Ross
|
| gptkbp:publishedIn |
gptkb:The_Journal_of_Finance
|
| gptkbp:relatedTo |
gptkb:Arrow-Debreu_prices
risk-neutral measure real-world measure |
| gptkbp:yearProposed |
2015
|
| gptkbp:bfsParent |
gptkb:Stephen_A._Ross
|
| gptkbp:bfsLayer |
6
|