Option-implied preference with model uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Kang, Byung Jin ; Kim, Tong Suk ; Lee, Hyo Seob |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 6, p. 498-515
|
Subject: | Indexderivat | Index derivative | Spekulation | Speculation | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Schätzung | Estimation | USA | United States | 1996-2011 |
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