Equilibrium preference free pricing of derivatives under the generalized beta distributions
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Volume (Year): 13 (2010)
Issue (Month): 3 (October)
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References listed on IDEAS
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- Kolari, James & McInish, Thomas H. & Saniga, Erwin M., 1989. "A note on the distribution types of financial ratios in the commercial banking industry," Journal of Banking & Finance, Elsevier, vol. 13(3), pages 463-471, July.
- Brennan, M J, 1979. "The Pricing of Contingent Claims in Discrete Time Models," Journal of Finance, American Finance Association, vol. 34(1), pages 53-68, March.
- Poon, Ser-Huang, 2005. "Asset Pricing in Discrete Time: A Complete Markets Approach," OUP Catalogue, Oxford University Press, number 9780199271443, December.
- Antonio Camara, 2005. "Option Prices Sustained by Risk-Preferences," The Journal of Business, University of Chicago Press, vol. 78(5), pages 1683-1708, September.
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