Two-Dimensional Risk-Neutral Valuation Relationships forthe Pricing of Options.
Year of publication: |
2005-07-25
|
---|---|
Authors: | Franke, Günter ; Huang, James ; Stapleton, Richard C. |
Institutions: | Manchester Business School |
Subject: | Wahrscheinlichkeitsverteilung | Optionspreis | option pricing | Black-Scholes-Modell |
Extent: | 276480 bytes 31 p. application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
UK Executive Stock Option Valuation: A Conditional Model
Lee, Edward, (2006)
-
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing
Vitiello, Luiz, (2014)
-
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting, (2019)
- More ...
-
Two-dimensional risk neutral valuation relationships for the pricing of options
Franke, Günter, (2007)
-
Two-dimensional risk neutral valuation relationships for the pricing of options
Franke, Günter, (2007)
-
Two-dimensional risk-neutral valuation relationships for the pricing of options
Franke, Günter, (2006)
- More ...