Open AccessCan Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options
Author(s) -
Luca Benzoni,
Pierre CollinDufresne,
Robert C. Goldstein
Publication year - 2005
Language(s) - English
Resource type - Reports
DOI - 10.3386/w11861
Subject(s) - economics , moneyness , implied volatility , stock market crash , equity premium puzzle , dividend , crash , econometrics , black–scholes model , volatility smile , valuation of options , equity (law) , volatility (finance) , financial economics , stock market , risk premium , finance , computer science , paleontology , horse , political science , law , biology , programming language
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