Artigo Acesso aberto Revisado por pares

Ambiguous Volatility and Asset Pricing in Continuous Time

2013; Oxford University Press; Volume: 26; Issue: 7 Linguagem: Inglês

10.1093/rfs/hht018

ISSN

1465-7368

Autores

Larry G. Epstein, Shaolin Ji,

Tópico(s)

Financial Risk and Volatility Modeling

Resumo

Journal Article Ambiguous Volatility and Asset Pricing in Continuous Time Get access Larry G. Epstein, Larry G. Epstein Boston University Search for other works by this author on: Oxford Academic Google Scholar Shaolin Ji Shaolin Ji Shandong University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 26, Issue 7, July 2013, Pages 1740–1786, https://doi.org/10.1093/rfs/hht018 Published: 17 April 2013

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