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State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion
Ziegler, Alexandre
- In:
European economic review : EER
46
(
2002
)
8
,
pp. 1539-1557
Persistent link: https://www.econbiz.de/10001705090
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2
State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion
Ziegler, Alexandre
- In:
European economic review : EER
46
(
2002
)
8
,
pp. 1539-1558
Persistent link: https://www.econbiz.de/10007662077
Saved in:
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