Option Pricing and Asset Valuation
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Bibliographic InfoPaper provided by Dipartimento Scienze Economiche, Universita' di Bologna in its series Working Papers with number 467.
Date of creation: 2003
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-29 (All new papers)
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.:
- 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.
- 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.
- Stefan Lutz, 2012.
"Simultaneous determination of market value and risk premium in the valuation of firms,"
Documentos de Trabajo del ICAE
2012-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
- 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.
- 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.
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