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Option Pricing and Asset Valuation

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  • R. Cesari

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File URL: http://www2.dse.unibo.it/wp/467.pdf
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Bibliographic Info

Paper provided by Dipartimento Scienze Economiche, Universita' di Bologna in its series Working Papers with number 467.

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Date of creation: 2003
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Handle: RePEc:bol:bodewp:467

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  1. Robert F. Dittmar, 2002. "Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 57(1), pages 369-403, 02.
  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
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Cited by:
  1. Stefan Lutz, 2011. "Simultaneous determination of market value and risk premium in the valuation of firms," ICER Working Papers 15-2011, ICER - International Centre for Economic Research.
  2. Stefan Lutz, 2011. "Simultaneous determination of market value and risk premium in the valuation of firms," The School of Economics Discussion Paper Series 1120, Economics, The University of Manchester.

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