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smicha's BibTeX entry:  

State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion

European Economic Review, 46(8): 1539--1557, 2002.
Authors: Alexandre Ziegler
URL: http://www.sciencedirect.com/science/article/B6V64-44HXD1S-2/1/c2c41db6b7a1b305577a4c4eb2a5d30b
Tags: Asset pricing
| URL | BibTeX  
@article{Ziegler2002,
title = {State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion},
author = {Alexandre Ziegler},
journal = {European Economic Review},
month = {Sep},
number = {8},
pages = {1539--1557},
url = {http://www.sciencedirect.com/science/article/B6V64-44HXD1S-2/1/c2c41db6b7a1b305577a4c4eb2a5d30b},
volume = {46},
year = {2002},
keywords = {Asset pricing }
}