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Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing

Vitiello, L and Poon, S (2014) Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing. Review of Derivatives Research, 17 (2). pp. 241-259. DOI https://doi.org/10.1007/s11147-013-9093-5



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Full text not available from this repository. http://dx.doi.org/10.1007/s11147-013-9093-5

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