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Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-157
Persistent link: https://www.econbiz.de/10010002655
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Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis; Mele, Antonio - In: Journal of financial economics 102 (2011) 2, pp. 390-416
Persistent link: https://www.econbiz.de/10009291333
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Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis; Mele, Antonio - In: Journal of financial economics 102 (2011) 2, pp. 390-415
Persistent link: https://www.econbiz.de/10009310761
Cover Image
Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10009666667