Option Pricing: Real and Risk-Neutral Distributions
| Year of publication: |
2005-09-16
|
|---|---|
| Authors: | Jackwerth, Jens Carsten ; Constantinaides, George M. ; Perrakis, Stylianos |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Subject: | Derivative pricing | risk-neutral distribution | incomplete markets | stochastic dominance bounds | transaction costs | index options | volatility smile |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 05-06 36 pages |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005741234