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General equilibrium and risk neutral framework for option pricing with a mixture of distributions
Vitiello, Luiz; Poon, Ser-Huang - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 48-60
Persistent link: https://www.econbiz.de/10003733227
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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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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
Cover Image
General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions
Vitiello, Luiz; Poon, Ser-Huang - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 48-60
Persistent link: https://www.econbiz.de/10008064531