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Stochastic Risk Premiums, Stochastic Skewness (2008)

by Gurdip Bakshi , Peter Carr , Liuren Wu , Nasir Afaf , Doron Avramov , David Backus , Charles Cao , Zhiwu Chen , Peter Christoffersen , Emanuel Derman , Joost Driessen , Jin-Chuan Duan , Bruno Dupire , Rob Engle , Rene Garcia , Brian Healy , Steve Heston , Bob Jarrow , Frank De Jong , Paul Kupiec , Nengjiu Ju , Hosssein Kazemi , Nikunj Kapadia , Mark Loewenstein , Dilip Madan , Pascal Maenhout , Nour Meddahi , Ludovic Phalippou , Roberto Rigobon , John Ryan , Harvey Stein , Arun Verma , Frank Zhang
Venue:in Currency Options, and Stochastic Discount Factors in International Economies,”
Citations:35 - 5 self