State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion
Year of publication: |
2002
|
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Authors: | Ziegler, Alexandre |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 46.2002, 8, p. 1539-1557
|
Subject: | CAPM | Optionspreistheorie | Option pricing theory | Risikoaversion | Risk aversion | Theorie | Theory |
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