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

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Latest revision as of 02:59, 4 July 2024

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Equilibrium preference free pricing of derivatives under the generalized beta distributions
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    Equilibrium preference free pricing of derivatives under the generalized beta distributions (English)
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    7 June 2011
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    generalized beta distribution
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    risk neutral valuation relationship
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    asset specific pricing kernel
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    implied volatility
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