General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions
| Year of publication: |
2008
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|---|---|
| Authors: | Vitiello, Luiz ; Poon, Ser-Huang |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 15.2008, 4, p. 48-60
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