Option pricing based on dynamic empirical projected pricing kernels in incomplete asset markets

ZHOU Hai-lin, WU Xin-yu, DING Zhong-ming

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 120-130.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 120-130. DOI: 10.12011/1000-6788(2014)s1-120

Option pricing based on dynamic empirical projected pricing kernels in incomplete asset markets

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(s1): 120-130 https://doi.org/10.12011/1000-6788(2014)s1-120

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