A general equilibrium and preference free model for pricing options under transformed gamma distribution :: Luiz Vitiello :: Manchester Business School 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title A general equilibrium and preference free model for pricing options under transformed gamma distribution
Author Luiz Vitiello
Contributors Ser-Huang Poon, Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 24 May, 2010).
"August 17, 2006."

Topics

Options (Finance) :: Prices :: Mathematical models
Gamma functions
Weather derivatives
Equilibrium (Economics)
England

Catalogue Data

OBNB ID GBB064154
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6453

ISBD

P1053 29 p.
P1042 Includes bibliographical references.

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A general equilibrium and preference free model for pricing options under transformed gamma distribution by Luiz Vitiello. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.