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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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