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~person:"Bakshi, Gurdip S."
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Option pricing theory
13
Optionspreistheorie
13
Theorie
9
Theory
9
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6
Volatilität
6
Estimation
5
Risikoprämie
5
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17
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17
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Bakshi, Gurdip S.
Fabozzi, Frank J.
104
Madan, Dilip B.
104
Chiarella, Carl
91
Härdle, Wolfgang
88
Carr, Peter
86
Cui, Zhenyu
75
Jacobs, Kris
74
Joshi, Mark S.
70
Schoutens, Wim
70
Takahashi, Akihiko
69
Hull, John
68
Subrahmanyam, Marti G.
65
Jarrow, Robert A.
63
Stentoft, Lars
63
Elliott, Robert J.
55
Wu, Liuren
53
Chesney, Marc
48
Scheicher, Martin
47
Benth, Fred Espen
46
Perrakis, Stylianos
45
Schlögl, Erik
45
Wystup, Uwe
45
Zhang, Jin E.
45
Korn, Ralf
44
Sandmann, Klaus
44
Yang, Zhaojun
44
Korn, Olaf
43
Kwok, Yue-Kuen
42
Oosterlee, Cornelis W.
42
Ryu, Doojin
42
Chen, Ren-Raw
41
Schwartz, Eduardo S.
41
Fusai, Gianluca
40
Siu, Tak Kuen
40
Barone-Adesi, Giovanni
39
Christoffersen, Peter F.
39
Lehnert, Thorsten
39
Kim, Young Shin
38
Moretto, Michele
38
Platen, Eckhard
38
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Journal of financial economics
6
The review of financial studies
3
The journal of finance : the journal of the American Finance Association
2
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
17
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1
Treasury
option
returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Dark matter in (volatility and) equity
option
risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
3
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
Saved in:
4
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
5
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
6
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
7
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:
8
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
9
Improving the predictability of real economic activity and asset returns with forward variances inferred from
option
portfolios
Bakshi, Gurdip S.
;
Panayotov, George
;
Skoulakis, Georgios
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10009242197
Saved in:
10
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
Saved in:
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