![]() | Up a level |
Backus, David, Chernov, Mikhail and Zin, Stanley (2014) Sources of entropy in dynamic representative agent models. Journal of Finance, 69 (1). pp. 51-99. ISSN 0022-1082
Backus, David, Chernov, Mikhail and Martin, Ian ORCID: 0000-0001-8373-5317
(2011)
Disasters implied by equity index options.
The Journal of Finance, 66 (6).
pp. 1969-2012.
ISSN 0022-1082