Empirical asset pricing with nonlinear risk premia
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- Aleksandar Mijatovic & Paul Schneider, 2009. "Empirical Asset Pricing with Nonlinear Risk Premia," Working Papers wp09-03, Warwick Business School, Finance Group.
References listed on IDEAS
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- Gonçalo Faria & João Correia-da-Silva, 2014.
"A closed-form solution for options with ambiguity about stochastic volatility,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-14 (All new papers)
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