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~person:"Jacobs, Kris"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Optionspreistheorie
Share price
USA
Statistical distribution
6
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4
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4
Capital income
3
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3
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Option pricing theory
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Jacobs, Kris
Ciecka, James E.
7
Račev, Svetlozar T.
7
Skoog, Gary R.
7
Fabozzi, Frank J.
6
Perote, Javier
6
Todorov, Viktor
6
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Cui, Zhenyu
5
Kim, Young Shin
5
Lux, Thomas
5
Madan, Dilip B.
5
Carr, Peter
4
Ghysels, Eric
4
Gupta, Rangan
4
Hurd, Michael D.
4
Jackwerth, Jens Carsten
4
Jang, Soocheong
4
Kim, Sol
4
Koopman, Siem Jan
4
Leisen, Dietmar
4
Li, Weiping
4
Massacci, Daniele
4
Melick, William Robert
4
Oosterlee, Cornelis Willebrordus
4
Taylor, Stephen
4
Vitiello, Luiz
4
Wang, King
4
Zhang, Jin E.
4
Ñíguez, Trino-Manuel
4
Akgiray, Vedat
3
Andersen, Torben
3
Bali, Turan G.
3
Bondarenko, Oleg
3
Booth, G. Geoffrey
3
Cai, Ning
3
Chang, Kuang-Liang
3
Gopikrishnan, P.
3
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Handbook of economic forecasting ; Volume 2A
1
Journal of financial economics
1
Review of asset pricing studies
1
The review of financial studies
1
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ECONIS (ZBW)
4
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1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
3
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
4
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
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