Can Standard Preferences Explain the Prices of Out-Of-The-Money S&P 500 Put Options?, Working Paper 2011-11
Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Can Standard Preferences Explain the Prices of Out-Of-The-Money S&P 500 Put Options?, Working Paper 2011-11" in Working Papers (Federal Reserve Bank of Chicago) (November 2011). https://fraser.stlouisfed.org/title/5285/item/533866, accessed on April 23, 2024.
Federal Reserve Bank of Chicago