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The pricing kernel puzzle : reconciling index option data and economic theory

The pricing kernel puzzle : reconciling index option data and economic theory

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BROWN, David P., Jens Carsten JACKWERTH, 2004. The pricing kernel puzzle : reconciling index option data and economic theory

@techreport{Brown2004prici-11956, title={The pricing kernel puzzle : reconciling index option data and economic theory}, year={2004}, author={Brown, David P. and Jackwerth, Jens Carsten} }

 

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