Risk and Derivative Price
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References listed on IDEAS
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More about this item
KeywordsDerivative price; Noise risk; Nonlineality; Risk aversion;
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-11-17 (All new papers)
- NEP-FMK-2007-11-17 (Financial Markets)
- NEP-UPT-2007-11-17 (Utility Models & Prospect Theory)
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