Economics Department, University of Southampton, Southampton, UK
Department of Economic Analysis, Universidad de Zaragoza, Zaragoza, Spain
Economics Department, University of Southampton, Southampton, UK
Copyright © 2019 Maria Kyriacou, Jose Olmo, Marius Strittmatter et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Kyriacou, M. , Olmo, J. and Strittmatter, M. (2019) Uncovering the Distribution of Option Implied Risk Aversion.
Journal of Mathematical Finance,
9, 81-104. doi:
10.4236/jmf.2019.92006.