Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
- González-Urteaga, A.
- Nieto, B.
- Rubio, G.
ISSN: 1469-7696, 1469-7688
Year of publication: 2021
Volume: 21
Issue: 5
Pages: 713-727
Type: Article