Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Year of publication: |
2008
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Authors: | Bakshi, Gurdip S. ; Carr, Peter ; Wu, Liuren |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 87.2008, 1, p. 132-156
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Subject: | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | Devisenoption | Currency option | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Welt | World |
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