Narrow search
Showing 1 - 6 of 6
Cover Image
A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva; Gago, Mónica; Rubio, Gonzalo - In: Spanish economic review : SER 5 (2003) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001761022
Cover Image
Smiling under stochastic volatility
León Valle, Ángel Manuel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Cover Image
Option-implied preferences adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - In: Spanish economic review : SER 11 (2009) 2, pp. 141-164
Persistent link: https://www.econbiz.de/10003843345
Cover Image
Option-implied preferences adjustments, density forecasts, and the equity risk premium
Alonso, Francisco; Blanco, Roberto; Rubio, Gonzalo - In: Spanish economic review : SER 11 (2009) 2, pp. 141
Persistent link: https://www.econbiz.de/10008248128
Cover Image
Smiling under stochastic volatility
León, Ángel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 53-76
Persistent link: https://www.econbiz.de/10008047665
Cover Image
A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva; Gago, Monica; Rubio, Gonzalo - In: Spanish economic review : SER 5 (2003) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10008047991