CAPM and Option Pricing With Elliptically Contoured Distributions
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2008.00265.x/fullpdf
Reference28 articles.
1. Semi-parametric modelling in finance: theoretical foundations
2. The Pricing of Options and Corporate Liabilities
3. On the theory of elliptically contoured distributions
4. Estimating the Cost of Equity Capital for Property-Liability Insurers
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