A Numerical Approach to Profile Investor Preferences from Option Prices
Year of publication: |
2007-12-04
|
---|---|
Authors: | Marzetti, Marco |
Other Persons: | Härdle, W. (contributor) ; Moro, R. (contributor) |
Publisher: |
Wirtschaftswissenschaftliche Fakultät |
Subject: | Statistik | Wirtschaft | pricing kernel | power utility | behavioural finance | numerical solution |
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