Kristensen, Dennis; Mele, Antonio - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark …
Antonio Melex
London School of Economics
5th April 2009
Abstract
This paper develops a new systematic approach to implement … number of
empirical puzzles in �nancial economics, which relate to pricing, hedging, and spanning derivatives
contracts (e …