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~subject:"Option pricing theory"
~type:"article"
~person:"Poon, Ser-Huang"
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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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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
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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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