Why Does Implied Risk Aversion Smile?

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Ressource 1Download: BIB_1A4E54A0A966.P001.pdf (651.04 [Ko])
State: Public
Version: author
Serval ID
serval:BIB_1A4E54A0A966
Type
Article: article from journal or magazin.
Collection
Publications
Title
Why Does Implied Risk Aversion Smile?
Journal
Review of Financial Studies
Author(s)
Ziegler A
Publication state
Published
Issued date
2007
Volume
20
Number
3
Pages
859-904
Keywords
Z3
Create date
27/01/2008 18:14
Last modification date
20/08/2019 12:51
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