Type of Publication: Article in Journal

Option pricing under time-varying risk aversion with applications to risk forecasting

Author(s):

Kiesel, R.; Rahe, F.

Title of Journal:

Journal of Banking and Finance

Volume (Publication Date):

76 (2016)

Number of Issue:

3

pages:

120-138

Link to complete version:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2668542

Citation:

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