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Heterogeneity and Option Pricing
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Heterogeneity and Option Pricing (1997)Heterogeneity and Option PricingF. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri (2016)F. Ausblick auf die literaris…History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect (2015)History-Dependent Risk Prefer…Investors' Heterogeneity and Implied Volatility Smiles (2013)Investors' Heterogeneity and …Asset Prices with Heterogeneity in Preferences and Beliefs (2010)Asset Prices with Heterogenei…Representative consumer's risk aversion and efficient risk-sharing rules (2007)Representative consumer's ris…Aggregate Risk Aversion for Jointly Heterogeneous Discount Factors and Risk Tolerances (2006)Aggregate Risk Aversion for J…On Kernels and Sentiment (2001)On Kernels and SentimentInflation Forecast Uncertainty (2001)Inflation Forecast UncertaintyAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Evaluating Interval Forecasts (1998)Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior (2012)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Perception of Risk (1987)Changing Risk Perception and the Time-Varying Price of Risk (2015)Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices (2002)Time Discounting and Time Preference: A Critical Review (2002)If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets (2006)On the Impossibility of Informationally Efficient Markets (1980)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Financial Markets Equilibrium with Heterogeneous Agents (2011)Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints (2013)Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints (2014)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility (2015)The equity premium: A puzzle (1985)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Characterizing the Amount and Speed of Discounting Procedures (2011)Conditional logit analysis of qualitative choice behavior (1972)Advances in prospect theory: Cumulative representation of uncertainty (1992)Bubbles and Crashes (2003)Stages of Diversification (2003)Assessing the Probability of Bankruptcy (2004)
this work references cited by second hop

References

  • 2016F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri409 cited

Cited by

  • 2010Asset Prices with Heterogeneity in Preferences and Beliefs107 cited
  • 2007Representative consumer's risk aversion and efficient risk-sharing rules68 cited
  • 2001On Kernels and Sentiment29 cited
  • 2013Investors' Heterogeneity and Implied Volatility Smiles24 cited
  • 2001Inflation Forecast Uncertainty13 cited
  • 2006Aggregate Risk Aversion for Jointly Heterogeneous Discount Factors and Risk Tolerances2 cited
  • 2015History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect2 cited

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