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

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+https://doi.org/10.1007/s11147-005-3852-x
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+W1979641910
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@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
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@@ Property / cites work @@
+Heterogeneity and option pricing
@@ Property / cites work: Heterogeneity and option pricing / rank @@
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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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+An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
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+Impact of divergent consumer confidence on option prices
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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