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, 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, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
- Stefan Lutz, 2011.
"Simultaneous determination of market value and risk premium in the valuation of firms,"
ICER Working Papers, ICER - International Centre for Economic Research
15-2011, ICER - International Centre for Economic Research.
- Stefan Lutz, 2012. "Simultaneous determination of market value and risk premium in the valuation of firms," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico 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, Economics, The University of Manchester 1120, Economics, The University of Manchester.
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