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Risk taking with additive and multiplicative background risks
Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. - In: Journal of economic theory 146 (2011) 4, pp. 1547-1568
Persistent link: https://www.econbiz.de/10009261956
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Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter - In: Journal of economic theory 82 (1998) 1, pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
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Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of economic theory 82 (1998) 1, pp. 89-109
Persistent link: https://www.econbiz.de/10007693078