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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
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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
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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
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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
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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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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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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
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COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv; Duffie, Darrell; Kapadia, Nikunj; Saita, … - 2006
Persistent link: https://www.econbiz.de/10006955614