General equilibrium and preference free model for pricing options under transformed gamma distribution
| Year of publication: |
2010
|
|---|---|
| Authors: | Vitiello, Luiz ; Poon, Ser-Huang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 30.2010, 5, p. 409-432
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