Equilibrium preference free pricing of derivatives under the generalized beta distributions
Year of publication: |
2010
|
---|---|
Authors: | Ikeda, Masayuki |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 13.2010, 3, p. 297-332
|
Subject: | Derivat | Derivative | CAPM | Stetige Verteilung | Continuous distribution | Core | Volatilität | Volatility | Theorie | Theory |
-
Daily data is bad for beta : opacity and frequency-dependent betas
Gilbert, Thomas, (2014)
-
Kōnstantinidēs, Giōrgos, (2002)
-
Hwang, Soosung, (2000)
- More ...
-
Correction: Pricing Options with Curved Boundaries (Mathematical Finance 1992, 2, 275-297)
Kunitomo, Naoto, (2000)
-
Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki, (2010)
-
The vaccine gap between Japan and the UK
Shimazawa, Rumiko, (2012)
- More ...