Total risk aversion and the pricing of options (Q811316)
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scientific article; zbMATH DE number 4215638
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Total risk aversion and the pricing of options |
scientific article; zbMATH DE number 4215638 |
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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0.7762383222579956
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0.7657517790794373
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0.7655453085899353
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0.7655453085899353
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