Recovering probabilities and risk aversion from options prices and realized returns
Mark Rubinstein & Jens Jackwerth
| Year of publication: |
2005
|
|---|---|
| Authors: | Rubinstein, Mark ; Jackwerth, Jens Carsten |
| Published in: |
The legacy of Fischer Black. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-516836-4. - 2005, p. 125-160
|
| Subject: | Index-Futures | Index futures | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Risikoaversion | Risk aversion | Optionspreistheorie | Option pricing theory | Erwartungsnutzen | Expected utility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003404035