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Review of derivatives research
Manchester Business School - Research - Working Papers
107
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Immer eine Idee voraus : wie innovative Unternehmen Kreativität systematisch nutzen
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Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10010529622
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A note on the pricing of multivariate contingent claims under a transformed-gamma distribution
Vitiello, Luiz
;
Rebelo, Ivonia
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 291-300
Persistent link: https://www.econbiz.de/10011477304
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