Option Pricing with State-dependent Pricing Kernel¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, research_methods
Authors	Chen Tong, Peter Reinhard Hansen, Zhuo Huang
Published	2022-04-14
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2112.05308
URL	Open original source

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