Systematic risk and idiosyncratic risk: a useful distinction for valuing European options
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Thierry Chauveau & Hayette Gatfaoui, 2004.
"Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility,"
Research Paper Series
122, Quantitative Finance Research Centre, University of Technology, Sydney.
- Gatfaoui Hayette & Chauveau Thierry, 2004. "Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility," Finance 0404002, EconWPA.
- Fleming, Euan & Villano, Renato & Williamson, Brendon, 2013. "Structuring Exotic Options Contracts on Water to Improve the Efficiency of Resource Allocation in the Australian Water Market," Australasian Agribusiness Perspectives 234295, University of Melbourne, Melbourne School of Land and Environment.
- Williamson, Brendon & Villano, Renato A. & Fleming, Euan M., 2008. "Structuring Exotic Options Contracts on Water to Improve the Efficiency of Resource Allocation in the Water Spot Market," 2008 Conference (52nd), February 5-8, 2008, Canberra, Australia 5992, Australian Agricultural and Resource Economics Society.
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