Pages that link to "Item:Q2045631"
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The following pages link to Explaining S{\&}P500 option returns: an implied risk-adjusted approach (Q2045631):
Displaying 3 items.
- The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662) (← links)
- How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? (Q5139453) (← links)
- IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852) (← links)