Model uncertainty and option markets with heterogeneous beliefs

Journal of Finance

Volumn 61, Issue 6, 2006, Pages 2841-2897

  Buraschi, Andrea ^a   Jiltsov, Alexei ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b LEHMAN BROTHERS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748768900     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01006.x     Document Type: Article

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