Effects of uncertainty aversion on the call option market

Theory and Decision

Volumn 65, Issue 2, 2008, Pages 97-123

  Montesano, Aldo ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

Ambiguity; Call option; Uncertainty

Indexed keywords

AMBIGUITY; CALL OPTION; EXPECTED UTILITY; OPTION MARKETS; PARTIAL EQUILIBRIUM MODELS; TRADING VOLUMES; UNCERTAINTY;

FINANCIAL DATA PROCESSING;

EID: 49749148108     PISSN: 00405833     EISSN: 15737187     Source Type: Journal    
DOI: 10.1007/s11238-007-9095-6     Document Type: Article

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