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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Testing option pricing models
Bates, David S. - 1995
Persistent link: https://www.econbiz.de/10000912754
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Testing option pricing models
Bates, David S. - 1995
Persistent link: https://www.econbiz.de/10000909638
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Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S. - 1994
Persistent link: https://www.econbiz.de/10000941571
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1995
Persistent link: https://www.econbiz.de/10000941574
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Testing option pricing models
Bates, David S. - 1996
Persistent link: https://www.econbiz.de/10001320236
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The market for crash risk
Bates, David S. - 2001
Persistent link: https://www.econbiz.de/10001621523
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Empirical option pricing : a retrospection
Bates, David S. - In: Journal of econometrics 116 (2003) 1/2, pp. 387-404
Persistent link: https://www.econbiz.de/10001772156
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727