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):

Displayed 7 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)
• Instability of financial markets and preference heterogeneity (Q1958423) ‎ (← 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)