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Aschakulporn, Pakorn
Zhang, Jin
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The journal of futures markets
2
Review of derivatives research
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ECONIS (ZBW)
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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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2
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
Saved in:
3
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
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