Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options


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FRANKE, Günter, James HUANG, Richard C. STAPLETON, 2007. Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

@techreport{Franke2007TwoDi-12010, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options}, year={2007}, number={2007/08}, author={Franke, Günter and Huang, James and Stapleton, Richard C.}, note={Also publ. in: Review of Derivatives Research 9 (2006), 3, pp. 213-237} }

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