Parametric estimation of risk neutral density functions
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Parametric estimation of risk neutral density functions
Grith, Maria, (2010)
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Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
Kaeck, Andreas, (2013)
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Implied Volatility and Risk Aversion in A Simple Model with Uncertain Growth
Lundtofte, Frederik, (2006)
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Reference Dependent Preferences and the EPK Puzzle
Grith, Maria, (2013)
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Parametric estimation of risk neutral density functions
Grith, Maria, (2010)
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Reference dependent preferences and the EPK puzzle
Grith, Maria, (2013)
- More ...