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~isPartOf:"CREATES research paper"
~subject:"Index derivative"
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Index derivative
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Option pricing theory
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Christoffersen, Peter F.
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Fournier, Mathieu
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Jacobs, Kris
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CREATES research paper
The review of financial studies
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Journal of financial and quantitative analysis : JFQA
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
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Option-based estimation of the price of co-skewness and co-kurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
-
2015
Persistent link: https://www.econbiz.de/10011398632
Saved in:
2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
3
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
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