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Disasters implied by equity index options / David Backus, Mikhail Chernov, Ian Martin.

By: Contributor(s): Material type: Continuing resourceContinuing resourceLanguage: English Series: CEPR Discussion Paper Series ; 7416 | CEPR. Discussion paper series. IEC ; v. 272/3Publication details: London : Centre for Economic Policy Research, 2009.Description: 42 p. : il. ; 21 cmSubject(s): Other classification:
  • CEPR 272
 In: CEPR 272 CEPR. Discussion paper series. IEC ; v. 272/3.
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Holdings: CEPR. Discussion paper series. IEC ; v. 272/3.

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