Tresury option returns and models with unspanned risks
Jorge Wolfgang Hansen, Gurdip Bakshi, John Crosby, Xiaohui Gao. (2023). Tresury option returns and models with unspanned risks.
Journal of Financial Economics, volume 150, 103736.
DOI:
https://www.sciencedirect.com/science/article/pii/S0304405X23001769?via%3Dihub
