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"Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar ..."

Ruslan Bikbov, Mikhail Chernov (2009)

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DOI: 10.1287/MNSC.1090.1020

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/BikbovC09
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  - https://dblp.org/rec/journals/mansci/BikbovC09
Ruslan Bikbov, Mikhail Chernov:
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options. Manag. Sci. 55(8): 1292-1305 (2009)

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