Publications

Type of Publication: Article in Journal

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

Author(s):
R. Kiesel and F. Rahe
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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