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http://hdl.handle.net/10419/32182
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| Title: | | Option pricing: real and risk-neutral distributions  |
| Authors: | | Constantinides, George M. Jackwerth, Jens Carsten Perrakis, Stylianos |
| Issue Date: | | 2005 |
| Series/Report no.: | | Discussion paper series // Zentrum für Finanzen und Ökonometrie, Universität Konstanz 2005,06 |
| Subjects: | | Derivative pricing risk-neutral distribution incomplete markets stochastic dominance bounds transaction costs index options volatility smile |
| JEL: | | G13 |
| Document Type: | | Working Paper |
| Appears in Collections: | | CoFE-Diskussionspapiere, Universität Konstanz
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