Positivity of bid-ask spreads and symmetrical monotone risk aversion<Superscript>*</Superscript>
| Year of publication: |
2002
|
|---|---|
| Authors: | Abouda, Moez ; Chateauneuf, Alain |
| Published in: |
Theory and Decision. - Springer. - Vol. 52.2002, 2, p. 149-170
|
| Publisher: |
Springer |
| Subject: | Bid-ask spread | Hedging | Risk aversion | SMRA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005068003