The Price of Correlation Risk: Evidence from Equity Options

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|3|1377-1406

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.3, 2009-06, pp. : 1377-1406

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Abstract