The Price of Correlation Risk: Evidence from Equity Options
Article first published online: 20 MAY 2009
© 2009 The American Finance Association
The Journal of Finance
Volume 64, Issue 3, pages 1377–1406, June 2009
How to Cite
DRIESSEN, J., MAENHOUT, P. J. and VILKOV, G. (2009), The Price of Correlation Risk: Evidence from Equity Options. The Journal of Finance, 64: 1377–1406. doi: 10.1111/j.1540-6261.2009.01467.x
- Issue published online: 20 MAY 2009
- Article first published online: 20 MAY 2009
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