Option prices under generalized pricing kernels (Q812143): Difference between revisions

@@ Property / DOI @@
-.1007/s11147-005-3852-x
@@ Property / DOI: 10.1007/s11147-005-3852-x / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11147-005-3852-x
+Normal rank
@@ Property / OpenAlex ID @@
+W1979641910
@@ Property / OpenAlex ID: W1979641910 / 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 Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
+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 @@
+Impact of divergent consumer confidence on option prices
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11147-005-3852-X
@@ Property / DOI: 10.1007/S11147-005-3852-X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:812143