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  • Search: subject:"Non-monotonic pricing kernel"
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CAPM 1 Erwartungsnutzen 1 Expected utility 1 Non-monotonic pricing kernel 1 Option pricing theory 1 Optionspreistheorie 1 Random risk aversion 1 Risikoaversion 1 Risk aversion 1 State-dependent risk aversion 1 Transformed normal distribution 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Poon, Ser-Huang 1 Vitiello, Luiz 1
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Review of quantitative finance and accounting 1
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Option pricing with random risk aversion
Vitiello, Luiz; Poon, Ser-Huang - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
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