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Research Output 1992 2010

  • 136 Citations
  • 1 h-Index
  • 2 Article
2010

Equilibrium preference free pricing of derivatives under the generalized beta distributions

Ikeda, M., 2010, In : Review of Derivatives Research. 13, 3, p. 297-332 36 p.

Research output: Contribution to journalArticle

Beta distribution
Pricing
Derivatives
Pricing kernel
Assets
1992
136 Citations (Scopus)

Pricing Options With Curved Boundaries

Kunitomo, N. & Ikeda, M., 1992, In : Mathematical Finance. 2, 4, p. 275-298 24 p.

Research output: Contribution to journalArticle

Curved Boundary
Brownian movement
Option Pricing
maturity
pricing