General equilibrium and risk neutral framework for option pricing with a mixture of distributions :: Luiz Vitiello :: Manchester Business School 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title General equilibrium and risk neutral framework for option pricing with a mixture of distributions
Author Luiz Vitiello
Contributor Ser-Huang Poon
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from p.1 of PDF file (viewed on 20 July, 2010).

Topics

Options (Finance) :: Prices :: Mathematical models
Distribution (Probability theory)
England

Catalogue Data

OBNB ID GBB085743
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6453

ISBD

P1053 44 p.
P1042 Includes bibliographical references.

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General equilibrium and risk neutral framework for option pricing with a mixture of distributions by Luiz Vitiello. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.