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Delta-Hedged Gains and the Neg...
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Bakshi, Gurdip S.
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Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
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2
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
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3
Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
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4
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
-
2006
Persistent link: https://www.econbiz.de/10003281946
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5
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10003425753
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6
Limited arbitrage between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 565-580
Persistent link: https://www.econbiz.de/10009666810
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7
Equilibrium exercise of European warrants
Kapadia, Nikunj
;
Willette, Gregory
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10009629061
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8
Fifteen years of the Russell 2000 buy-write
Kapadia, Nikunj
;
Szado, Edward
- In:
The journal of investing
21
(
2012
)
4
,
pp. 59-80
Persistent link: https://www.econbiz.de/10009707754
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9
An options-based approach to coordinating distributed decision systems
Ball, Daniel R.
;
Deshmukh, Abhijit
;
Kapadia, Nikunj
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 706-717
Persistent link: https://www.econbiz.de/10010486966
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10
Correlated default risk
Das, Sanjiv R.
;
Freed, Laurance
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10003400058
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