Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594)
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scientific article; zbMATH DE number 5904987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium preference free pricing of derivatives under the generalized beta distributions |
scientific article; zbMATH DE number 5904987 |
Statements
Equilibrium preference free pricing of derivatives under the generalized beta distributions (English)
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7 June 2011
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generalized beta distribution
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risk neutral valuation relationship
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asset specific pricing kernel
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implied volatility
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0.740577220916748
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0.7123677134513855
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0.7062462568283081
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0.6942377090454102
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