Pillay, A., & Hassan, S. (2015). Extracting risk aversion estimates from option prices/implied volatility. University of Cape Town.
Chicago Style (17th ed.) CitationPillay, Aveshen, and Shakill Hassan. Extracting Risk Aversion Estimates from Option Prices/implied Volatility. University of Cape Town, 2015.
MLA (8th ed.) CitationPillay, Aveshen, and Shakill Hassan. Extracting Risk Aversion Estimates from Option Prices/implied Volatility. University of Cape Town, 2015.
Warning: These citations may not always be 100% accurate.