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Estimation of risk-neutral densities using positive convolution approximation
Bondarenko, Oleg - In: Journal of econometrics 116 (2003) 1/2, pp. 85-112
Persistent link: https://www.econbiz.de/10001772142
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Variance trading and market price of variance risk
Bondarenko, Oleg - In: Journal of econometrics 180 (2014) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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Estimation of risk-neutral densities using positive convolution approximation
Bondarenko, Oleg - In: Journal of econometrics 116 (2003) 1, pp. 85-112
Persistent link: https://www.econbiz.de/10006761943
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The fine structure of equity-index option dynamics
Andersen, Torben; Bondarenko, Oleg; Todorov, Viktor; … - In: Journal of econometrics 187 (2015) 2, pp. 532-546
Persistent link: https://www.econbiz.de/10011499756