Option pricing: Real and risk-neutral distributions
| Year of publication: |
2005
|
|---|---|
| Authors: | Constantinides, George M. ; Jackwerth, Jens Carsten ; Perrakis, Stylianos |
| Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
| Subject: | Derivative pricing | risk-neutral distribution | incomplete markets | stochastic dominance bounds | transaction costs | index options | volatility smile |
| Series: | CoFE Discussion Paper ; 05/06 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 504463586 [GVK] hdl:10419/32182 [Handle] RePEc:zbw:cofedp:0506 [RePEc] |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10010266945