Pages that link to "Item:Q4943156"

The following pages link to When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel (Q4943156):

Displaying 9 items.

• How suboptimal are linear sharing rules? (Q315471) (← links)
• Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (Q488215) (← links)
• Option prices under generalized pricing kernels (Q812143) (← links)
• Asset pricing under information with stochastic volatility (Q1039656) (← links)
• Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
• Instability of financial markets and preference heterogeneity (Q1958423) (← links)
• A pricing option approach based on backward stochastic differential equation theory (Q2321651) (← links)
• Two-dimensional risk-neutral valuation relationships for the pricing of options (Q2466421) (← links)
• Representative consumer's risk aversion and efficient risk-sharing rules (Q2469863) (← links)