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Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
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Bankruptcy probabilities inferred from option prices
Taylor, Stephen; Tzeng, Chi-Feng; Widdicks, Martin - In: The journal of derivatives : the official publication … 22 (2014) 2, pp. 8-31
Persistent link: https://www.econbiz.de/10011311421
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The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
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THE IMPACT OF JUMP DYNAMICS ON THE PREDICTIVE POWER OF OPTION-IMPLIED DENSITIES
Wang, Yaw-Huei - In: The journal of derivatives : the official publication … 16 (2009) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10008230597
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Cross-Sectional Analysis of Risk-Neutral Skewness
Taylor, Stephen J.; Yadav, Pradeep K.; Zhang, Yuanyuan - In: The journal of derivatives : the official publication … 16 (2009) 4, pp. 38-52
Persistent link: https://www.econbiz.de/10008311631