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Bakshi, Gurdip
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Journal of financial economics
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6
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Volatility Risk Premiums Embedded in Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10005932632
Saved in:
2
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
;
Madan, Dilip
- In:
The review of financial studies
16
(
2013
)
1
,
pp. 101-100
Persistent link: https://www.econbiz.de/10010114367
Saved in:
3
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Bakshi, Gurdip
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2013
)
2
,
pp. 527-526
Persistent link: https://www.econbiz.de/10010114415
Saved in:
4
Correlated Default Risk
Das, Sanjiv R.
;
Freed, Laurence
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10007306001
Saved in:
5
Common Failings: How Corporate Defaults Are Correlated
Das, Sanjivr
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10007396572
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6
Equilibrium exercise of European warrants
Kapadia, Nikunj
;
Willette, Gregory
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10009983957
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7
Limited arbitrage between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 542-565
Persistent link: https://www.econbiz.de/10009987074
Saved in:
8
COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
-
2006
Persistent link: https://www.econbiz.de/10006955614
Saved in:
9
Spanning and derivative-security valuation
Bakshi, G.
;
Madan, D.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10006517008
Saved in:
10
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Bakshi, G.
;
Kapadia, N.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10007033271
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