Viewpoint: option prices, preferences, and state variables
Year of publication: |
2005
|
---|---|
Authors: | Garcia, René ; Luger, Richard ; Renault, Eric |
Published in: |
The Canadian journal of economics. - Boston, MA. : Wiley-Blackwell, ISSN 0008-4085, ZDB-ID 218117-4. - Vol. 38.2005, 1, p. 1-27
|
Subject: | Optionspreistheorie | Option pricing theory | Risikoaversion | Risk aversion | Theorie | Theory |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
Language: | English |
Notes: | Zsfassung in franz. Sprache |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Optimal stopping under ambiguity
Riedel, Frank, (2007)
-
Leung, Tim, (2009)
-
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail, (2010)
- More ...
-
Option prices, preferences, and state variables
Garcia, René, (2004)
-
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René, (2001)
-
Asymmetric smiles, leverage effects and structural parameters
Garcia, René, (2001)
- More ...