A tale of two option markets: Pricing kernels and volatility risk
Song, Zhaogang, Xiu, DachengVolume:
190
Langue:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.06.024
Date:
January, 2016
Fichier:
PDF, 2.62 MB
english, 2016