Model Specification and Risk Premia: Evidence from Futures Options
Year of publication: |
2007
|
---|---|
Authors: | Broadie, Mark ; Chernov, Mikhail ; Johannes, Michael |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 62.2007, 3, p. 1453-1490
|
Saved in:
Saved in favorites
Similar items by person
-
Understanding index option returns
Broadie, Mark, (2009)
-
Understanding index option returns
Broadie, Mark, (2007)
-
Model specification and risk premia : evidence from futures options
Broadie, Mark, (2007)
- More ...