Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability

Melanie Cao

No 273395, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 35
Date: 1997-08
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273395

DOI: 10.22004/ag.econ.273395

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