The following pages link to Heterogeneity and option pricing (Q375315):
Displaying 24 items.
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- Equilibrium open interest (Q608910) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- Option prices under generalized pricing kernels (Q812143) (← links)
- Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503) (← links)
- Fuzzy options with application to default risk analysis for municipal bonds in China (Q1000050) (← links)
- Universal bounds for asset prices in heterogeneous economies (Q1003350) (← links)
- Asset pricing under information with stochastic volatility (Q1039656) (← links)
- Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
- Impact of divergent consumer confidence on option prices (Q1417891) (← links)
- Risk-adjusted option-implied moments (Q1621614) (← links)
- Instability of financial markets and preference heterogeneity (Q1958423) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Two-dimensional risk-neutral valuation relationships for the pricing of options (Q2466421) (← links)
- Representative consumer's risk aversion and efficient risk-sharing rules (Q2469863) (← links)
- Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
- Lévy information and the aggregation of risk aversion (Q2831278) (← links)
- RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS (Q3100752) (← links)
- Heterogeneous expectations, currency options and the euro/dollar (Q4646778) (← links)
- HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (Q4686503) (← links)
- GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
