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~person:"Offen, Elias R."
~person:"Poon, Ser-Huang"
~subject:"Option pricing theory"
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Offen, Elias R.
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General equilibrium and preference free model for pricing options under transformed gamma distribution
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003962630
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2
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
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3
The semi-martingale equilibrium equity premium for risk-neutral investors
Mukupa, George M.
;
Offen, Elias R.
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028816
Saved in:
4
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
5
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
6
Moneyness, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 289-323
Persistent link: https://www.econbiz.de/10013543163
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