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Pricing Kernels and risk Premia implied in bitcoin options
Winkel, Julian, (2023)
Two algos, one option: impact of new technology on mispricing and hedging strategies
Altmann, Stefan, (2024)
Option Hedging Using Empirical Pricing Kernels
Rosenberg, Joshua V., (1997)
The interpolation of options
Mykland, Per A., (2003)
Combining statistical intervals and market prices : The worst case state price distribution
Mykland, Per A., (2019)
A Gaussian calculus for inference from high frequency data
Mykland, Per A., (2012)