Equilibrium preference free pricing of derivatives under the generalized beta distributions
| Year of publication: |
2010
|
|---|---|
| Authors: | Ikeda, Masayuki |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 13.2010, 3, p. 297-332
|
| Publisher: |
Springer |
| Subject: | Generalized beta distribution | Risk neutral valuation relationship | Asset specific pricing kernel | Implied volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008673724