2004•SSRN Electronic JournalOpen access

Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

Guenter Franke, Jianhui Huang, Richard C. Stapleton

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Key concepts: Rational pricing, Stochastic discount factor, Risk-neutral measure, Valuation (finance), Valuation of options, Monte Carlo methods for option pricing, Economics, Econometrics

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