Author:
Monfort Alain,Pegoraro Fulvio
Subject
Economics and Econometrics,Finance
Reference43 articles.
1. Option valuation with systematic stochastic volatility;Amin;Journal of Finance,1993
2. A theory of volatility spread;Bakshi;Management Science,2006
3. Bakshi, G., Madan, D., 2007. The distribution of risk aversion. Working paper, Smith School of Business, University of Maryland.
4. Risks for the long-run: a potential resolution of asset pricing puzzles;Bansal;Journal of Finance,2004
5. Bertholon, H., Monfort, A., Pegoraro, F., 2006. Pricing and inference with mixtures of conditionally normal processes. Working paper, CREST DP.
Cited by
24 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献