Disasters Implied by Equity Index Options

Journal of Finance

Volumn 66, Issue 6, 2011, Pages 1969-2012

  Backus, David ^a   Chernov, Mikhail ^b   Martin, Ian ^c  

^a NEW YORK UNIVERSITY   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 81255144576     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2011.01697.x     Document Type: Article

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