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Option pricing theory
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Post-FOMC announcement reversal
Bondarenko, Oleg
;
Muravyev, Dmitriy
-
2023
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This version: May 3, 2023
Persistent link: https://www.econbiz.de/10014281686
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2
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
3
Human capital risk and portfolio choices : evidence from university admission discontinuities
D'Astous, Philippe
;
Shore, Stephen H.
-
2022
Persistent link: https://www.econbiz.de/10013328241
Saved in:
4
What interbank rates tell us about time-varying disaster risk
Doshi, Hitesh
;
Kim, Hyung Joo
;
Seo, Sang Byung
-
2022
Persistent link: https://www.econbiz.de/10013329310
Saved in:
5
A supply-demand analysis of the index option market
Barras, Laurent
;
Malkhozov, Ayteck
;
Roussellet, Guillaume
-
2021
Persistent link: https://www.econbiz.de/10012587146
Saved in:
6
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
-
2021
Persistent link: https://www.econbiz.de/10013328240
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