@article{publication-4699, author={Ziegler, Alexandre}, doi={10.1016/S0014-2021(01)00200-8}, journal={European Economic Review}, number=8, pages={1539-1557}, publisher={Elsevier}, title={State-Price Densities under Heterogeneous Beliefs, the Smile Effect, and Implied Risk Aversion}, volume=46, year=2002, }