Option-implied risk preferences: An extension to wider classes of utility functions

Byung Jin Kang، نويسنده , , Tong Suk Kim، نويسنده ,

روزنامه با شماره پیاپی سال 2006

19

180

198

Log pluspower utility function , FTSE 100 index option , Linear plus exponential utility function , Implied risk aversion , Risk neutral probability density function , HARA utility function

Journal of Financial Markets

2006

Journal of Financial Markets

189490