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
Argitalpen urtea: 2021
Alea: 21
Zenbakia: 5
Orrialdeak: 713-727
Mota: Artikulua