Who buys and who sells options: the role of options in an economy with background risk
type: Item
instance of: scholarly article
title: Who buys and who sells options: the role of options in an economy with background risk
zbMATH Open document ID: 0910.90009
author: Richard C. Stapleton
author: Marti G. Subrahmanyam
author: Guenter Franke
published in: Journal of Economic Theory
publication date: 1998-11-03T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 1218405
zbMATH Keywords: call/put options
MaRDI profile type: Publication
OpenAlex ID: W2079023981
cites work: Risk Vulnerability and the Tempering Effect of Background Risk
cites work: Risk Aversion with Random Initial Wealth
cites work: Standard Risk Aversion
cites work: Preservation of ''More risk averse'' under expectations
cites work: Risk Aversion in the Small and in the Large
cites work: Proper Risk Aversion
cites work: Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
DOI: 10.1006/JETH.1998.2420
description: scientific article; zbMATH DE number 1218405