Option prices sustained by risk-preferences
Year of publication: |
2005
|
---|---|
Authors: | Câmara, António |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 5, p. 1683-1708
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Risikopräferenz | Risk attitude | Theorie | Theory |
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