Two-dimensional risk-neutral valuation relationships for the pricing of options

Günter Franke (), James Huang () and Richard Stapleton ()

Review of Derivatives Research, 2006, vol. 9, issue 3, 213-237

Keywords: Option pricing; Pricing kernel; G13 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s11147-007-9009-3

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