Estimation of excess returns for derivative prices and testing for risk neutral pricing
Year of publication: |
2001
|
---|---|
Authors: | Pandher, Gurupdesh S. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 4, p. 785-819
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory | Risikoneutralität | Risk neutrality |
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