• Title of article

    State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion

  • Author/Authors

    Alexandre Ziegler، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2002
  • Pages
    19
  • From page
    1539
  • To page
    1557
  • Keywords
    heterogeneous beliefs , State-price density , option pricing , Implied risk aversion , asset pricing
  • Journal title
    European Economic Review
  • Serial Year
    2002
  • Journal title
    European Economic Review
  • Record number

    151588

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=151588