Publisher: John Wiley & Sons Inc
E-ISSN: 1540-6261|64|3|1377-1406
ISSN: 0022-1082
Source: THE JOURNAL OF FINANCE, Vol.64, Iss.3, 2009-06, pp. : 1377-1406
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
The Price of Correlation Risk: Evidence from Equity Options
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 3, 2009-06 ,pp. :
Model Specification and Risk Premia: Evidence from Futures Options
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 3, 2007-06 ,pp. :
Model Specification and Risk Premia: Evidence from Futures Options
THE JOURNAL OF FINANCE, Vol. 62, Iss. 3, 2007-06 ,pp. :
Inferring Default Correlation from Equity Return Correlation
EUROPEAN FINANCIAL MANAGEMENT, Vol. 21, Iss. 2, 2015-03 ,pp. :