Can standard preferences explain the prices of out of the money S&P 500 put options
By: Luca Benzoni, Pierre-Collin Dufresne, Robert S. Goldstein.
Contributors: Dufresne, Pierre Collin.; Goldstein, Robert S.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11861.; Working paper series (National Bureau of Economic Research) -- working paper no. 11861.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 41
Subjects: Options (Finance) -- Econometric models
Notes: "December 2005."

Includes bibliographical references (p. 35-41).

Also available in PDF from the NBER world wide web site (www.nber.org).