Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion

• 1 December 2002
• journal article
• Published by Wiley in European Financial Management
• Vol. 8  (4) , 495-513
• https://doi.org/10.1111/1468-036x.00201

Abstract

Keywords

• RISK AVERSION
• STATE–PRICE DENSITY
• NON–PARAMETRIC METHODS

All Related Versions

• Version 1, 2002-01-01, RePEc (Unconfirmed version)