Disasters Implied by Equity Index Options

David Backus, Mikhail Chernov and Ian Martin

Working Papers from New York University, Leonard N. Stern School of Business, Department of Economics

Date: 2009
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Citations: View citations in EconPapers (14)

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Related works:
Journal Article: Disasters Implied by Equity Index Options (2011)
Working Paper: Disasters implied by equity index options (2009)
Working Paper: Disasters implied by equity index options (2009)
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