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

Publisher： John Wiley & Sons Inc

E-ISSN： 1540-6261|22-1082|5|2325-2363

ISSN： 0022-1082

Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.5, 2006-10, pp. : 2325-2363

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