Option-Implied Measures of Equity Risk*
Author:
Affiliation:
1. Desautels Faculty of Management, McGill University
2. Rotman School of Management, University of Toronto
3. Copenhagen Business School
4. University of Houston
5. Tilburg University
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/16/2/385/26303554/rfq029.pdf
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4. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
5. Stock return characteristics, skew laws, and differential pricing of individual equity options;Bakshi;Review of Financial Studies,2003
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