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Items where Author is "Poon, SH"

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Article

Vitiello, L and Poon, SH (2014) 'Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing.' Review of Derivatives Research, 17 (2). 241 - 259. ISSN 1380-6645

Vitiello, L and Poon, SH (2010) 'General equilibrium and preference free model for pricing options under transformed gamma distribution.' Journal of Futures Markets, 30 (5). 409 - 431. ISSN 0270-7314

Vitiello, L and Poon, SH (2008) 'General equilibrium and risk neutral framework for option pricing with a mixture of distributions.' Journal of Derivatives, 15 (4). 48 - 60. ISSN 1074-1240

This list was generated on Tue Mar 26 00:21:29 2019 GMT.