Two-dimensional risk-neutral valuation relationships for the pricing of options (Q2466421): Difference between revisions
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Property / cites work: Nonparametric risk management and implied risk aversion / rank | |||
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Property / cites work: Heterogeneity and option pricing / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: An extended set of risk neutral valuation relationships for the pricing of contingent claims / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel / rank | |||
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Property / cites work: Tighter option bounds from multiple exercise prices / rank | |||
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Latest revision as of 15:10, 27 June 2024
scientific article
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English | Two-dimensional risk-neutral valuation relationships for the pricing of options |
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Two-dimensional risk-neutral valuation relationships for the pricing of options (English)
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14 January 2008
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Option pricing
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Pricing kernel
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