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Asymmetric stock market volatility and the cyclical bahavior of expected returns
Mele, Antonio - In: Journal of financial economics 86 (2007) 2, pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
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Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis; Mele, Antonio - In: Journal of financial economics 102 (2011) 2, pp. 390-415
Persistent link: https://www.econbiz.de/10009310761
Cover Image
Asymmetric stock market volatility and the cyclical behavior of expected returns
Mele, Antonio - In: Journal of financial economics 86 (2007) 2, pp. 446-478
Persistent link: https://www.econbiz.de/10007859660
Cover Image
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis; Mele, Antonio - In: Journal of financial economics 102 (2011) 2, pp. 390-416
Persistent link: https://www.econbiz.de/10009291333