1

Good Volatility, Bad Volatility, and Option Pricing

Year:
2018
Language:
english
File:
PDF, 720 KB
english, 2018
3

Downside Variance Risk Premium*

Year:
2017
Language:
english
File:
PDF, 582 KB
english, 2017
4

Risk-neutral moment-based estimation of affine option pricing models*

Year:
2018
Language:
english
File:
PDF, 3.44 MB
english, 2018
6

Downside Variance Risk Premium

Year:
2015
Language:
english
File:
PDF, 638 KB
english, 2015
7

Distilling Liquidity Costs from Limit Order Books

Year:
2015
Language:
english
File:
PDF, 1.10 MB
english, 2015
9

Good Volatility, Bad Volatility and Option Pricing

Year:
2016
Language:
english
File:
PDF, 647 KB
english, 2016
11

An Extension of the Consuption-Based CAPM Model

Year:
2012
Language:
english
File:
PDF, 626 KB
english, 2012
12

Downside Variance Risk Premium

Year:
2015
Language:
english
File:
PDF, 701 KB
english, 2015