The Price of Correlation Risk: Evidence from Equity Options
| Year of publication: |
2009
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|---|---|
| Authors: | Driessen, Joost ; Maenhout, Pascalj ; Vilkov, Grigory |
| 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. 64.2009, 3, p. 1377-1406
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