Academic Journal
Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels*
| العنوان: | Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels* |
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| المؤلفون: | Babaoğlu, Kadir, Christoffersen, Peter, Heston, Steven, Jacobs, Kris |
| المصدر: | The Review of Asset Pricing Studies ; volume 8, issue 2, page 183-231 ; ISSN 2045-9920 2045-9939 |
| بيانات النشر: | Oxford University Press (OUP) |
| سنة النشر: | 2017 |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| DOI: | 10.1093/rapstu/rax021 |
| الاتاحة: | http://dx.doi.org/10.1093/rapstu/rax021 http://academic.oup.com/raps/article-pdf/8/2/183/26899895/rax021.pdf |
| Rights: | https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model |
| رقم الانضمام: | edsbas.24C6394D |
| قاعدة البيانات: | BASE |
| DOI: | 10.1093/rapstu/rax021 |
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