CAPM and option pricing with elliptically contoured distributions

Journal of Risk and Insurance

Volumn 75, Issue 2, 2008, Pages 387-409

  Hamada, Mahmoud ^a,b   Valdez, Emiliano A ^c  

^a Energy Risk Management Division   (Australia)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^c UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 43249101438     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2008.00265.x     Document Type: Article

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