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General equilibrium and preference free model for pricing options under transformed gamma distribution
Vitiello, Luiz; Poon, Ser-Huang - In: The journal of futures markets 30 (2010) 5, pp. 409-431
Persistent link: https://www.econbiz.de/10003962630
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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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Option pricing with random risk aversion
Vitiello, Luiz; Poon, Ser-Huang - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
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Moneyness, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin; Lin, Ming-Tsung; Poon, Ser-Huang - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 289-323
Persistent link: https://www.econbiz.de/10013543163