The price of correlation risk: Evidence from equity options

Journal of Finance

Volumn 64, Issue 3, 2009, Pages 1377-1406

  Driessen, Joost ^a   Maenhout, Pascal J ^b   Vilkov, Grigory ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b INSEAD ^*

Author keywords

[No Author keywords available]

Indexed keywords

EID: 64149110006     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2009.01467.x     Document Type: Article

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