Extracting information from options markets: Smiles, state–price densities and risk aversion

European Financial Management

Volumn 8, Issue 4, 2002, Pages 495-513

  Pérignon, Christophe ^a   Villa, Christophe ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CREST   (France)

Author keywords

Non parametric methods; Risk aversion; State price density

Indexed keywords

EID: 84942250049     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00201     Document Type: Article

References (0)