Equilibrium preference free pricing of derivatives under the generalized beta distributions
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DOI: 10.1007/s11147-010-9051-4
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More about this item
Keywords
Generalized beta distribution; Risk neutral valuation relationship; Asset specific pricing kernel; Implied volatility; G12; G13;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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