A Nonlinear Factor Analysis of S&P 500 Index Option Returns

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|61|5|2325-2363

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.61, Iss.5, 2006-10, pp. : 2325-2363

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Abstract