Heterogeneity and option pricing
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- Relaxed utility maximization in complete markets
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- Fuzzy options with application to default risk analysis for municipal bonds in China
- Long run forward rates and long yields of bonds and options in heterogeneous equilibria
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- Universal bounds for asset prices in heterogeneous economies
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- Asset pricing under information with stochastic volatility
- Behavioral heterogeneity in the option market
- Abstract, classic, and explicit turnpikes
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims
- Equilibrium open interest
- Two-dimensional risk-neutral valuation relationships for the pricing of options
- Investor heterogeneity, asset pricing and volatility dynamics
- Risk Preferences Heterogeneity: Evidence from Asset Markets
- Instability of financial markets and preference heterogeneity
- Nonmyopic optimal portfolios in viable markets
- scientific article; zbMATH DE number 1642330 (Why is no real title available?)
- Risk-adjusted option-implied moments
- General properties of isoelastic utility economies
- Representative consumer's risk aversion and efficient risk-sharing rules
- Heterogeneous expectations, currency options and the euro/dollar
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