Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors

  1. González-Urteaga, A.
  2. Nieto, B.
  3. Rubio, G.
Revue:
Quantitative Finance

ISSN: 1469-7696,  1469-7688

Année de publication: 2021

Volumen: 21

Número: 5

Pages: 713-727

Type: Article

DOI: 10.1080/14697688.2020.1813903 GOOGLE SCHOLAR
La source de données: Scopus