Pages that link to "Item:Q4943156"
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The following pages link to When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel (Q4943156):
Displaying 5 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)
