Work

A Nonlinear Factor Analysis of S&P 500 Index Option Returns

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.275892

Author: Christopher S. Jones

Institution: University of Southern California

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124468441

Cites: 35

Cited by: 26

Related to: 10