Model Uncertainty and Option Markets with Heterogeneous Beliefs

The Journal of Finance ◽

10.1111/j.1540-6261.2006.01006.x ◽

2006 ◽

Vol 61 (6) ◽

pp. 2841-2897 ◽

Author(s):

ANDREA BURASCHI ◽

ALEXEI JILTSOV

Keyword(s):

Model Uncertainty ◽

Heterogeneous Beliefs ◽

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Short Selling with Model Uncertainty and Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.2364929 ◽

2013 ◽

Author(s):

yun liao

Keyword(s):

Model Uncertainty ◽

Short Selling ◽

Heterogeneous Beliefs

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Heterogeneous Beliefs, Public Information, and Option Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1909492 ◽

2011 ◽

Author(s):

Zhenjiang Qin

Keyword(s):

Public Information ◽

Heterogeneous Beliefs ◽

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Model Uncertainty and Option Markets in Heterogeneous Economies

SSRN Electronic Journal ◽

10.2139/ssrn.675974 ◽

2005 ◽

Author(s):

Andrea Buraschi ◽

Alexei Jiltsov

Keyword(s):

Model Uncertainty ◽

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Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2013.07.045 ◽

2013 ◽

Vol 37 (12) ◽

pp. 4675-4694 ◽

Author(s):

Zhenjiang Qin

Keyword(s):

Heterogeneous Beliefs ◽

Option Markets ◽

Allocation Efficiency

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The use of Identified Model Uncertainty in Control Design for the ASTREX Structure

1993 American Control Conference ◽

10.23919/acc.1993.4793457 ◽

1993 ◽

Author(s):

Henk Aling ◽

Robert L. Kosut

Keyword(s):

Model Uncertainty ◽

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Optimal Deployment of Drifting Acoustic Sensors: Sensitivity of Lagrangian Coherent Structure Boundaries to Model Uncertainty

10.21236/ada573214 ◽

2007 ◽

Author(s):

A. C. Poje

Keyword(s):

Coherent Structure ◽

Model Uncertainty ◽

Acoustic Sensors ◽

Lagrangian Coherent Structure ◽

Optimal Deployment

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Regulatory Modeling for the Idaho National Engineering and Environmental Laboratory's Subsurface Disposal Area and Conceptual Model Uncertainty Treatment

Vadose Zone Journal ◽

10.2136/vzj2004.0059 ◽

2004 ◽

Vol 3 (1) ◽

pp. 59

Author(s):

Swen Magnuson

Keyword(s):

Conceptual Model ◽

Model Uncertainty ◽

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1102854 ◽

2008 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

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Asset Pricing in a Monetary Economy with Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.1101540 ◽

2007 ◽

Author(s):

Benjamin Croitoru ◽

Lei Lu

Keyword(s):

Asset Pricing ◽

Heterogeneous Beliefs ◽

Monetary Economy

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