Implied volatility and risk aversion in a simple model with uncertain growth
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References listed on IDEAS
- Ait-Sahalia, Yacine & Lo, Andrew W., 2000.
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More about this item
Keywordsparameter uncertainty; option pricing; implied volatility; implied risk aversion;
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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