Extracting information from options markets: smiles, state-price densities and risk-aversion

Christophe Villa and Christophe Perignon ()
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Christophe Villa: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: information; options markets; smiles; state-price densities; risk-aversion (search for similar items in EconPapers)
Date: 2002
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Published in European Financial Management, 2002, décembre

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Journal Article: Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion (2002)
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