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Valuation of Stock Option Grants Under Multiple Severance Risks
Pandher, Gurupdesh S. - In: The journal of derivatives : the official publication … 11 (2003) 2, pp. 25-38
Persistent link: https://www.econbiz.de/10005930427
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Drift Estimation of Generalized Security Price Processes from High Frequency Derivative Prices
Pandher, Gurupdesh S. - In: Review of derivatives research 4 (2000) 3, pp. 263-284
Persistent link: https://www.econbiz.de/10005953184
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Forecasting multivariate time series with linear restrictions using constrained structural state-space models
Pandher, Gurupdesh S. - In: Journal of forecasting 21 (2002) 4, pp. 281
Persistent link: https://www.econbiz.de/10006894429
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Regression-based modeling of market option prices: with application to S&P500 options
Pandher, Gurupdesh S. - In: Journal of forecasting 26 (2007) 7, pp. 475-496
Persistent link: https://www.econbiz.de/10007879084
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ARTICLES - Estimation of Excess Returns from Derivative Prices and Testing for Risk Neutral Pricing
Pandher, Gurupdesh S. - In: Econometric theory 17 (2001) 4, pp. 785-819
Persistent link: https://www.econbiz.de/10006978086