Option prices under generalized pricing kernels
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Publication:812143
DOI10.1007/s11147-005-3852-xzbMath1108.91039OpenAlexW1979641910MaRDI QIDQ812143
Publication date: 23 January 2006
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-005-3852-x
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Instability of financial markets and preference heterogeneity ⋮ Equilibrium preference free pricing of derivatives under the generalized beta distributions ⋮ Asset pricing under information with stochastic volatility
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