Two-dimensional risk-neutral valuation relationships for the pricing of options
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- Nicole Branger & Antje Mahayni, 2011. "Tractable hedging with additional hedge instruments," Review of Derivatives Research, Springer, vol. 14(1), pages 85-114, April.
More about this item
KeywordsOption pricing; Pricing kernel; G13;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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