Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5904987
@@ Property / zbMATH DE Number: 5904987 / rank @@
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@@ Property / zbMATH Keywords @@
+generalized beta distribution
@@ Property / zbMATH Keywords: generalized beta distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk neutral valuation relationship
@@ Property / zbMATH Keywords: risk neutral valuation relationship / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset specific pricing kernel
@@ Property / zbMATH Keywords: asset specific pricing kernel / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+implied volatility
@@ Property / zbMATH Keywords: implied volatility / rank @@
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+https://doi.org/10.1007/s11147-010-9051-4
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+W2069494894
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+Q5558293
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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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+Q3242469
@@ Property / cites work: Q3242469 / rank @@
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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@@ Property / cites work @@
+Option prices under generalized pricing kernels
@@ Property / cites work: Option prices under generalized pricing kernels / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839745
@@ Property / cites work: Q4839745 / rank @@
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@@ Property / cites work @@
+Statistical Size Distributions in Economics and Actuarial Sciences
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+Q4493303
@@ Property / cites work: Q4493303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
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@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A generalization of the beta distribution with applications
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q4445977
@@ Property / cites work: Q4445977 / rank @@
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@@ Property / cites work @@
+Q3592366
@@ Property / cites work: Q3592366 / rank @@
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+Publication:541594