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Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn; Zhang, Jin E. - In: The journal of futures markets 42 (2022) 3, pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
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An empirical study on the early exercise premium of American options : evidence from OEX and XEO options
Li, Weihan; Zhang, Jin E.; Ruan, Xinfeng; Aschakulporn, … - In: The journal of futures markets 44 (2024) 7, pp. 1117-1153
Persistent link: https://www.econbiz.de/10014553955
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Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn; Zhang, Jin E. - In: Review of derivatives research 25 (2022) 3, pp. 233-281
Persistent link: https://www.econbiz.de/10013457619