Total risk aversion and the pricing of options (Q811316)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total risk aversion and the pricing of options |
scientific article |
Statements
Total risk aversion and the pricing of options (English)
0 references
1991
0 references
call option
0 references
infinite index of absolute risk aversion
0 references
option pricing
0 references
0 references
0 references
0 references
