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Two-dimensional risk neutral valuation relation...
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Accounting and Finance
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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Asset Pricing and Financial Econometrics
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Two-dimensional risk neutral valuation relationships for the pricing of options
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Contribution to Journal/Magazine
›
Journal article
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peer-review
Published
Overview
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J Huang
G Franke
R C Stapleton
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<mark>Journal publication date</mark>
2007
<mark>Journal</mark>
Review of Derivatives Research
Volume
9
Number of pages
25
Pages (from-to)
213-237
Publication Status
Published
<mark>Original language</mark>
English