- Abramowitz M., Stegun I. A. (1970) Handbook of mathematical functions. Dover Publications, New York.
Paper not yet in RePEc: Add citation now
Black F., Scholes M. (1973) The pricing of options and corporate liabilities. Journal of Political Economy 81: 637–654.
- Bookstaber R., McDonald J. B. (1985) A generalized option valuation model for the pricing of bond option. Review of Research in Futures Markets 4: 60–74.
Paper not yet in RePEc: Add citation now
- Bordley R. F., McDonald J. B., Mantrala A. (1996) Something new, something old: Parametric models for the size distribution of income. Journal of Income Distribution 6: 91–103.
Paper not yet in RePEc: Add citation now
Brennan M. (1979) The pricing of contingent claims in discrete time models. Journal of Finance 34: 53–68.
- Buckmaster D., Saniga E. (1990) Distributional forms of financial accounting ratios: Pearson’s and Johnson’s taxonomies. Journal of Economics and Social Measurement 16: 149–166.
Paper not yet in RePEc: Add citation now
Camara A. (2003) A generalization of the brennan-rubinstein approach for the pricing of derivatives. Journal of Finance 58: 805–821.
Camara A. (2005) Option prices sustained by risk-preferences. Journal of Business 78: 1683–1708.
Carr P. P., Geman H., Madan D. B., Yor M. (2002) The fine structure of asset returns: An empirical investigation. Journal of Business 75: 305–332.
- Chatterjee S. D., Pakshirajan R. P. (1956) On the unboundedness of infinitely divisible laws. Sankhy? 17: 349–350.
Paper not yet in RePEc: Add citation now
- Cont R., Tankov P. (2004) Financial modeling with jump processes. Chapman & Hall, Boca Ranton, Florida.
Paper not yet in RePEc: Add citation now
- Düring B., Lüders E. (2005) Option prices under generalized pricing kernels. Review of Derivatives Research 8: 97–123.
Paper not yet in RePEc: Add citation now
- Deakin E. B. (1976) Distributions of financial accounting ratios: Some empirical evidence. The Accounting Review 51: 90–96.
Paper not yet in RePEc: Add citation now
- Graham V. A., Hollands K. G. T. (1990) A method to generate synthetic hourly solar radiation globally. Solar Energy 44: 333–341.
Paper not yet in RePEc: Add citation now
- Haktanir T., Sezen N. (1990) Suitability of two-parameter gamma distribution and three-parameter beta distribution as synthetic hydrographs in anatolia. Hydrological Science Journal HSJODN 35: 167–184.
Paper not yet in RePEc: Add citation now
Heston S. (1993) Invisible parameters in option prices. Journal of Finance 48: 933–947.
- Johnson N. L., Kotz S., Balakrishnan N. (1995) Continuous univariate distribution (2nd ed., Vol. 2). Wiley, New York.
Paper not yet in RePEc: Add citation now
- Kleiber C., Kotz S. (2003) Statistical size, distributions in economics and actuarial sciences. Wiley, New York.
Paper not yet in RePEc: Add citation now
Kolari J., McInish T. H., Saniga E. (1989) A note on the distribution types of financial ratios in the commercial banking industry. Journal of Banking and Finance 13: 463–471.
- Kottegoda N. T., Natale L., Raiteri E. (2003) A parsimonious approach to stochastic multisite modeling and disaggregation of daily rainfall. Journal of Hydrology 274: 47–61.
Paper not yet in RePEc: Add citation now
- Kotz S., Balakrishnan N., Johnson N. L. (2000) Continuous multivariate distributions: Models and applications (2nd ed., Vol. 1). Wiley, New York.
Paper not yet in RePEc: Add citation now
- Lebedev N. (1972) Special functions and their applications. Dover Publication, New York.
Paper not yet in RePEc: Add citation now
- Madan D. B., Carr P. P., Chang E. (1988) The variance gamma process and option pricing. European Financial Review 2: 79–105.
Paper not yet in RePEc: Add citation now
McDonald J. B., Xu Y. J. (1995) A generalization of the beta distribution with applications. Journal of Econometrics 66: 133–152.
Merton R. C. (1976) Option pricing when underlying stock returns are discontinuous. Journal of Financial Economics 3: 125–144.
- Mirfendereski D., Rebonato R. (2001) Closed-form solutions for option pricing in the presence of volatility smiles: A density-function approach. Journal of Risk 3: 5–25.
Paper not yet in RePEc: Add citation now
Poon S., Stapleton R. (2005) Asset pricing in discrete time: A complete markets approach. Oxford University Press, Oxford.
Schroder M. (2004) Risk-neutral parameter shifts and derivatives pricing in discrete time. Journal of Finance 59: 2375–2401.
- Shiller R. J. (1993) Macro markets: Creating institutions for managing societyÂ’s largest economic risks. Oxford University Press, Oxford.
Paper not yet in RePEc: Add citation now
- Shiller R. J. (2003) The new financial order: Risk in the 21st century. Princeton University Press, Princeton.
Paper not yet in RePEc: Add citation now
Stapleton R., Subrahmanyam M. (1984) The valuation of multivariate contingent claims in discrete time models. Journal of Finance 39: 207–228.
- Steutel F. W., Harn K. V. (2004) Infinite divisibility of probability distributions on the real line. Marcel Dekker, Inc, New York.
Paper not yet in RePEc: Add citation now
- Taylor S. (2005) Asset price dynamics, volatility, and prediction. Princeton University Press, Princeton.
Paper not yet in RePEc: Add citation now
Thurow, L. (1970). Analyzing the American income distribution. American Economic Review (Papers and Proceedings) 48, 261–269.
- Vitiello L., Poon S. (2008) General equilibrium and risk neutral framework for option pricing with a mixture of distributions. Journal of Derivatives 15: 48–60.
Paper not yet in RePEc: Add citation now
- Vitiello, L., & Poon, S. (2006). A general equilibrium and preference free model for pricing options under transformed gamma distribution. Unpublished Working Paper, Manchester Business School.
Paper not yet in RePEc: Add citation now
- Yao A. (1974) Statistical model for the surface relative humidity. Journal of Applied Meteorology 13: 17–21.
Paper not yet in RePEc: Add citation now