The market for crash risk (Q844715): Difference between revisions
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| Property / cites work: Nonparametric risk management and implied risk aversion / rank | |||
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| Property / cites work: Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty / rank | |||
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| Property / cites work: A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk / rank | |||
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| Property / cites work: Post-'87 crash fears in the S\&P 500 futures option market / rank | |||
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| Property / cites work: The equilibrium allocation of diffusive and jump risks with heterogeneous agents / rank | |||
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Latest revision as of 09:08, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The market for crash risk |
scientific article |
Statements
The market for crash risk (English)
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19 January 2010
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stock index options
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heterogeneous agents
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dynamic equilibria
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complete markets
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