doi.org/10.1016/j.jfineco.2021.12.007

A factor model for option returns

Matthias Büchner

,

Journal of Financial Economics12.00

Volume: 143, Issue: 3, Pages: 1140 - 1161

Published: Jan 15, 2022

Paper Fields

Paper Details

Title

A factor model for option returns

DOI

doi.org/10.1016/j.jfineco.2021.12.007

Published Date

Jan 15, 2022

Journal

Journal of Financial Economics

Volume

143

Issue

3

Pages

1140 - 1161

Notes

History