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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Recovering risk aversion from options
Bliss, Robert R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658437
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Financial decision-making under distribution uncertainty
Kacperczyk, Marcin - 2004
Persistent link: https://www.econbiz.de/10003386915
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Endogenous extreme events and the dual role of prices
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Annual review of economics 4 (2012), pp. 83-109
Persistent link: https://www.econbiz.de/10009692756
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High moment variations and their application
Choe, Geon Ho; Lee, Kyungsub - In: The journal of futures markets 34 (2014) 11, pp. 1040-1061
Persistent link: https://www.econbiz.de/10010508680
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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Interpreting the volatility smile : an examination of the information content of option prices
Weinberg, Steven A. - 2001
Persistent link: https://www.econbiz.de/10001599795
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When did the options market in Enron lose its' smirk?
Mizrach, Bruce Marshall (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726085
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Option introductions and the skewness of stock returns
Blau, Benjamin; Whitby, Ryan J. - In: The journal of futures markets 37 (2017) 9, pp. 892-912
Persistent link: https://www.econbiz.de/10011950906
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Statistical string theory for courts : if the data don't fit ...
Babbel, David F. (contributor);  … - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003790647