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Recovering risk aversion from option prices and realized returns
Jackwerth, Jens Carsten - In: The review of financial studies 13 (2000) 2, pp. 433-451
Persistent link: https://www.econbiz.de/10001485513
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The price of a smile : hedging and spanning in option markets
Buraschi, Andrea; Jackwerth, Jens Carsten - In: The review of financial studies 14 (2001) 2, pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2009) 3, pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
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The Review of Financial Studies - The Price of a Smile: Hedging and Spanning in Option Markets
Buraschi, Andrea; Jackwerth, Jens - In: The review of financial studies 14 (2001) 2, pp. 495-528
Persistent link: https://www.econbiz.de/10007044554
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Mispricing of S&P 500 Index Options
Constantinides, George M.; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2013) 3, pp. 1247-1246
Persistent link: https://www.econbiz.de/10010113732
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Recovering Risk Aversion from Option Prices and Realized Returns
Jackwerth, Jens Carsten - In: The review of financial studies 13 (2000) 2, pp. 433-452
Persistent link: https://www.econbiz.de/10007050708
Cover Image
Mispricing of S&P 500 Index Options
Constantinides, George M.; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2009) 3, pp. 1247-1278
Persistent link: https://www.econbiz.de/10008176666