"Rare Disasters, Credit, and Option Market Puzzles."

Peter Christoffersen, Du Du, Redouane Elkamhi (2017)

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DOI: 10.1287/MNSC.2015.2361

access: closed

type: Journal Article

metadata version: 2020-06-30

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Peter Christoffersen, Du Du, Redouane Elkamhi:
Rare Disasters, Credit, and Option Market Puzzles. Manag. Sci. 63(5): 1341-1364 (2017)

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