Total risk aversion and the pricing of options (Q811316)

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Total risk aversion and the pricing of options
scientific article

    Statements

    title
    Total risk aversion and the pricing of options (English)
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    author
    R. Jensen
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    publication date
    1991
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    zbMATH Keywords
    call option
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    infinite index of absolute risk aversion
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    option pricing
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    Identifiers

    DOI
    10.1007/BF01442392
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    Mathematics Subject Classification ID
    91B24
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    91B28
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    93E20
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    91B26
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    91B30
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    zbMATH DE Number
    4215638
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