Why does Implied Risk Aversion Smile ?

Details

Serval ID
serval:BIB_24585
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Why does Implied Risk Aversion Smile ?
Journal
FAME Research Paper
Author(s)
Ziegler A
Publication state
Published
Issued date
2002
Volume
47
Create date
19/11/2007 9:49
Last modification date
20/08/2019 13:02
Usage data