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~institution:"Federal Reserve Bank of Chicago"
~isPartOf:"Working Paper Series / Federal Reserve Bank of Chicago"
~person:"Goldstein, Robert S."
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Goldstein, Robert S.
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
Federal Reserve Bank of Chicago
-
2010
in option
prices
. Consumption and dividends remain smooth, and the model is consistent with salient features of …
Persistent link: https://www.econbiz.de/10008740003
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