Found 4 results for your keywords: author="Chernov, Mikhail"

Sources of Entry in Representative Agent Models

1
(Backus, David.) (Chernov, Mikhail. Zin, Stanley.)

Disasters implied by equity index options

1
(Chernov, Mikhail) (Backus, David) (Martin, Ian)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)

Optimal debt and equity values in the presence of chapter 7 and chapter 11

1
(Sundaresan, Suresh) (Broadie, Mark) (Chernov, Mikhail)