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Comments on the valuation of derivative assets

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  • Bick, Avi

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  • Bick, Avi, 1982. "Comments on the valuation of derivative assets," Journal of Financial Economics, Elsevier, vol. 10(3), pages 331-345, November.
  • Handle: RePEc:eee:jfinec:v:10:y:1982:i:3:p:331-345
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    Cited by:

    1. Andrew Papanicolaou, 2021. "Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options," Papers 2101.00299, arXiv.org, revised Mar 2021.
    2. McGoun, Elton G., 2003. "Finance models as metaphors," International Review of Financial Analysis, Elsevier, vol. 12(4), pages 421-433.
    3. Jarno Talponen, 2013. "Matching distributions: Asset pricing with density shape correction," Papers 1312.4227, arXiv.org, revised Mar 2018.
    4. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    5. Brown, Donald J & Ross, Stephen A, 1991. "Spanning, Valuation and Options," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 3-12, January.
    6. Jarno Talponen & Lauri Viitasaari, 2014. "Multidimensional Breeden-Litzenberger representation for state price densities and static hedging," Papers 1401.6383, arXiv.org.
    7. Tsetsekos, George & Varangis, Panos, 1998. "The structure of derivatives exchanges : lessons from developed and emerging markets," Policy Research Working Paper Series 1887, The World Bank.
    8. Jarno Talponen & Lauri Viitasaari, 2013. "Note on multidimensional Breeden-Litzenberger representation for state price densities," Papers 1305.5963, arXiv.org, revised Jan 2014.

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