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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

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  • Bakshi, Gurdip
  • Carr, Peter
  • Wu, Liuren

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  • Bakshi, Gurdip & Carr, Peter & Wu, Liuren, 2008. "Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies," Journal of Financial Economics, Elsevier, vol. 87(1), pages 132-156, January.
    • Handle: RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156
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