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Tails, fears, and risk premia
Bollerslev, Tim, (2011)
An essay on option prices
Lian, Lei, (2012)
Understanding index option returns
Broadie, Mark, (2007)
Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O., (1991)
Estimating the marginal rate of substitution in the intertemporal capital asset pricing model
Scott, Louis O., (1989)
A role for preferred stock in the financing decision of a public utility