Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium preference free pricing of derivatives under the generalized beta distributions |
scientific article |
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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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