Open AccessTwo-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options
Author(s) -
Guenter Franke,
Jianhui Huang,
Richard C. Stapleton
Publication year - 2004
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.564902
Subject(s) - valuation of options , valuation (finance) , actuarial science , risk neutral measure , financial economics , risk neutral , economics , rational pricing , business , capital asset pricing model , finance
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