Total risk aversion and the pricing of options (Q811316): Difference between revisions

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Revision as of 11:06, 30 January 2024

scientific article
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Total risk aversion and the pricing of options
scientific article

    Statements

    Total risk aversion and the pricing of options (English)
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    1991
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    call option
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    infinite index of absolute risk aversion
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    option pricing
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    Identifiers

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