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Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
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Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
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Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Bakshi, Gurdip S.; Gao, Xiaohui; Xue, Jinming - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1808-1842
Persistent link: https://www.econbiz.de/10014309628
Cover Image
Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip; Madan, Dilip - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10006695845