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

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+Financial Modelling with Jump Processes
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+Option prices under generalized pricing kernels
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+Statistical Size Distributions in Economics and Actuarial Sciences
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+The Variance Gamma Process and Option Pricing
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+A generalization of the beta distribution with applications
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+Option pricing when underlying stock returns are discontinuous
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