Implied risk aversion parameter from option prices

Financial Review

Volumn 32, Issue 1, 1997, Pages 107-124

  Bartunek, Kenneth S ^a   Chowdhury, Mustafa ^b  

^a FLORIDA ATLANTIC UNIVERSITY   (United States)

^b FREDDIE MAC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1642568855     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1997.tb00417.x     Document Type: Article

References (23)

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