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

@@ Property / author @@
-Guenter Franke
@@ Property / author: Guenter Franke / rank @@
-Normal rank
@@ Property / author @@
-Richard C. Stapleton
@@ Property / author: Richard C. Stapleton / rank @@
-Normal rank
@@ Property / author @@
+Guenter Franke
@@ Property / author: Guenter Franke / rank @@
+Normal rank
@@ Property / author @@
+Richard C. Stapleton
@@ Property / author: Richard C. Stapleton / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2143946245
@@ Property / OpenAlex ID: W2143946245 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
+Normal rank
@@ Property / cites work @@
+Heterogeneity and option pricing
@@ Property / cites work: Heterogeneity and option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+An extended set of risk neutral valuation relationships for the pricing of contingent claims
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
+Normal rank
@@ Property / cites work @@
+Tighter option bounds from multiple exercise prices
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2466421