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Title:Option pricing: real and risk-neutral distributions PDF Logo
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
Persistent Identifier of the first edition:urn:nbn:de:bsz:352-opus-17907
Document Type:Working Paper
Appears in Collections:CoFE-Diskussionspapiere, Universität Konstanz

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