Items where Author is "Broadie, Mark"

Number of items: 3.
  • Model specification and risk premia: evidence from futures options. Broadie, Mark; Chernov, Mikhail; Johannes, Michael
  • Optimal debt and equity values in the presence of chapter 7 and chapter 11. Broadie, Mark; Chernov, Mikhail; Sundaresan, Suresh
  • Understanding index option returns. Broadie, Mark; Chernov, Mikhail; Johannes, Michael