Capturing Option Anomalies with a Variance-Dependent Pricing Kernel.
| Autor: | Christoffersen, Peter1, Heston, Steven2, Jacobs, Kris3 |
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| Zdroj: | Review of Financial Studies. Aug2013, Vol. 26 Issue 8, p1963-2006. 44p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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