“Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoglu, Peter Christoffersen, Steven Heston, and Kris Jacobs
“Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoglu, Peter Christoffersen, Steven Heston, and Kris Jacobs