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Pricing Kernels and risk Premia implied in bitcoin options
Winkel, Julian, (2023)
Capital ideas and market realities : option replication, investor behavior, and stock market crashes
Jacobs, Bruce I., (1999)
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)