Heterogeneous Beliefs and Risk-Neutral Skewness
Year of publication: |
2012
|
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Authors: | Friesen, Geoffrey C ; Zhang, Yi ; Zorn, Thomas S |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 47.2012, 4, p. 851-873
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