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
Keywords :
heterogeneous beliefs , State-price density , option pricing , Implied risk aversion , asset pricing
Journal title :
European Economic Review
Journal title :
European Economic Review
