Add lectures on Kihlstrom's paper, Ross Recovery Theorem and update lectures in probability theory#859
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HumphreyYang wants to merge 25 commits intomainfrom
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Add lectures on Kihlstrom's paper, Ross Recovery Theorem and update lectures in probability theory#859HumphreyYang wants to merge 25 commits intomainfrom
HumphreyYang wants to merge 25 commits intomainfrom
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- Add lectures/ross_recovery.md: new QuantEcon lecture on Ross (2015) covering the Recovery Theorem, Perron-Frobenius approach, natural vs risk-neutral distributions, tail risk, and efficient markets tests - Add ross_recovery to _toc.yml before misspecified_recovery in asset pricing section - Add 7 new BibTeX entries to quant-econ.bib: BreedenLitzenberger1978, CarrYu2012, BlackScholes1973, Merton1973, CoxRossRubinstein1979, JackwerthRubinstein1996, Weitzman2007
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This PR updates a few lectures on probability theory and adds Kihlstrom's paper on information and market equilibrium and two lectures related to Ross Recovery Theorem.
Supersede #858