Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (Q488215)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing |
scientific article |
Statements
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (English)
0 references
23 January 2015
0 references
