Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium preference free pricing of derivatives under the generalized beta distributions |
scientific article |
Statements
Equilibrium preference free pricing of derivatives under the generalized beta distributions (English)
0 references
7 June 2011
0 references
generalized beta distribution
0 references
risk neutral valuation relationship
0 references
asset specific pricing kernel
0 references
implied volatility
0 references
