Author： Grith Maria Hrdle Wolfgang Park Juhyun
Publisher： Oxford University Press
ISSN： 1479-8417
Source： Journal of Financial Econometrics, Vol.11, Iss.2, 2013-03, pp. : 370-399
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Option Prices Under Generalized Pricing Kernels
Review of Derivatives Research, Vol. 8, Iss. 2, 2005-08 ,pp. :
Access to resources
Recommend
Pricing jump risk with utility indifference
Quantitative Finance, Vol. 9, Iss. 2, 2009-03 ,pp. :
Liquidity risk and arbitrage pricing theory
By Çetin Umut
Finance and Stochastics, Vol. 8, Iss. 3, 2004-08 ,pp. :