State-Price Densities Under Heterogeneous Beliefs, the Smile Effect, and Implied Risk Aversion.

Details

Serval ID
serval:BIB_24579
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
State-Price Densities Under Heterogeneous Beliefs, the Smile Effect, and Implied Risk Aversion.
Journal
European Economic Review
Author(s)
Ziegler A
Publication state
Published
Issued date
2002
Volume
46(8)
Pages
1539-1557
Create date
19/11/2007 9:49
Last modification date
20/08/2019 13:02
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