Two-dimensional risk-neutral valuation relationships for the pricing of options (Q2466421): Difference between revisions

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+W2143946245
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+Nonparametric risk management and implied risk aversion
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+Heterogeneity and option pricing
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+An extended set of risk neutral valuation relationships for the pricing of contingent claims
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+Option pricing: A simplified approach
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+When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
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+Tighter option bounds from multiple exercise prices
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