Disasters implied by equity index options.

Disasters implied by equity index options.

Bibliografische gegevens
Gepubliceerd in:Journal of Finance V. 66, 1-6 (2011).
Hoofdauteur: Backus, David
Formaat: Artikel
Taal:English
Onderwerpen:
Consumption.
Rates of return.
Put & call options.
Securities prices.
Economic models.