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Review of derivatives research
International journal of game theory : official journal of the Game Theory Society
131
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Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 297-332
Persistent link: https://www.econbiz.de/10008695881
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2
Asset pricing under information with stochastic volatility
Düring, Bertram
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10003874309
Saved in:
3
Two-dimensional risk-neutral valuation relationships for the pricing of options
Franke, Günter
;
Huang, James
;
Stapleton, Richard C.
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 213-237
Persistent link: https://www.econbiz.de/10003608139
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4
Option prices under generalized pricing kernels
Düring, Bertram
;
Lüders, Erik
- In:
Review of derivatives research
8
(
2005
)
2
,
pp. 97-123
Persistent link: https://www.econbiz.de/10003177145
Saved in:
5
Option pricing bounds and the elasticity of the pricing kernel
Huang, James
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10002012133
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