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Financial Review
Volumn 33, Issue 4, 1998, Pages 81-92
Option pricing with heterogeneous expectations
Author keywords

Heterogeneous expectations; Mixture of distributions; Options
Indexed keywords

EID: 85012232420     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1998.tb01398.x     Document Type: Article
Times cited : (7)
References (10)
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  • 2
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  • 4
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    • Figlewski, S.1
  • 5
    • 0038139238 scopus 로고    scopus 로고
    • Recovering probability distributions from option prices
    • Jackwerth, J.C., and M. Rubinstein., 1996. Recovering probability distributions from option prices, Journal of Finance 51, 1611-1631.
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  • 6
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    • Alternative models for the conditional heteroskedasticity of stock returns
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    • An application of the chi-squared goodness-of-fit test to discrete common stock returns
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    • (1986) Journal of Business and Economic Statistics , vol.4 , pp. 243-254
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  • 9
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    • Call option valuation for discrete normal mixtures
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  • 10
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    • Implied binomial tree
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.