Open UTDAcademic Journal Reviews
10.1016/j.jfineco.2006.12.001
ArticleJournal of Financial Economics

Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

Gurdip BakshiPeter CarrLiuren Wu
2008Volume 87 · Issue 1pp. 132-156
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