Why Does Implied Risk Aversion Smile?

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Serval ID

serval:BIB_1A4E54A0A966

Type

Article: article from journal or magazin.

Collection

Publications

Institution

Production externe

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 19:14

Last modification date

20/08/2019 13:51

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