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 ; Carr, Peter ; Wu, Liuren |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 87.2008, 1, p. 132-156
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Publisher: |
Elsevier |
Saved in:
Online Resource
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