@article{Christoffersen2004, title = {The importance of the loss function in option valuation}, author = {Peter Christoffersen and Kris Jacobs}, journal = {Journal of Financial Economics}, month = {May}, number = {2}, pages = {291--318}, url = {http://www.sciencedirect.com/science/article/B6VBX-49Y3J1V-3/1/cd991388e85fe2e4f6cda88dc76ec5af}, volume = {72}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/26b884068407d42ea882283a0c71aeb70/smicha}, keywords = {Implied functions volatility } }