Extracting Information from Options Markets: Smiles, State-Price Densities and Risk Aversion
| Year of publication: |
2002
|
|---|---|
| Authors: | Pérignon, Christophe ; Villa, Christophe |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 8.2002, 4, p. 495-513
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005309597