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Review of asset pricing studies
The review of financial studies
7
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Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
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2
A spanning series approach to options
Heston, Steven L.
;
Rossi, Alberto
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011734545
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