Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/26/8/1963/5276883/hht033.pdf
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1. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
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