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Central European journal of operations research
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Explaining S&P500 option returns : an implied risk-adjusted approach
Volkmann, David
- In:
Central European journal of operations research
29
(
2021
)
2
,
pp. 665-685
Persistent link: https://www.econbiz.de/10012543002
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A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
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pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
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