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

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+Nonparametric risk management and implied risk aversion
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+Heterogeneity and option pricing
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+The Pricing of Options and Corporate Liabilities
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+An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
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+Option pricing: A simplified approach
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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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+Q4002114
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