Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing
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DOI: 10.1007/s11147-013-9093-5
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More about this item
Keywords
Mixture of distributions; Transformed-normal distribution; Risk neutral valuation relationship; Option pricing; G13;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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