Equilibrium preference free pricing of derivatives under the generalized beta distributions
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Bibliographic InfoArticle provided by Springer in its journal Review of Derivatives Research.
Volume (Year): 13 (2010)
Issue (Month): 3 (October)
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Web page: http://www.springerlink.com/link.asp?id=102989
Generalized beta distribution; Risk neutral valuation relationship; Asset specific pricing kernel; Implied volatility; G12; G13;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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