A nonlinear factor analysis of S&P 500 index option returns

Journal of Finance

Volumn 61, Issue 5, 2006, Pages 2325-2363

  Jones, Christopher S ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748804177     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01059.x     Document Type: Article

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