Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability
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KeywordsStochastic volatility; Return predictability; Stochastic interest rate; Options; Equilibrium;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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