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subject:"Volatilität"
~person:"Bakshi, Gurdip S."
~subject:"Option pricing theory"
~subject:"Risk premium"
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Volatilität
Option pricing theory
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Aktienoption
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Bakshi, Gurdip S.
Bali, Turan G.
11
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9
Bernales, Alejandro
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7
Leung, Tim
7
Whaley, Robert E.
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
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ECONIS (ZBW)
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Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
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2
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
3
Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
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