State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion
| Year of publication: |
2002
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|---|---|
| Authors: | Ziegler, Alexandre |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 2079690. - Vol. 46.2002, 8, p. 1539-1558
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