Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (Q488215)
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scientific article; zbMATH DE number 6390318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing |
scientific article; zbMATH DE number 6390318 |
Statements
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (English)
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23 January 2015
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mixture of distributions
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transformed-normal distribution
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risk neutral valuation relationship
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option pricing
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