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Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
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The performance of model based option trading strategies
Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
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The volatility premium
Eraker, Bjørn - In: The quarterly journal of finance 11 (2021) 3, pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
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Explaining the negative returns to volatility claims : an equilibrium approach
Eraker, Bjørn; Wu, Yue - In: Journal of financial economics 125 (2017) 1, pp. 72-98
Persistent link: https://www.econbiz.de/10011751609
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Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn; Osterrieder, Daniela - In: Journal of financial econometrics 21 (2023) 5, pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758