Pages that link to "Item:Q2173190"
From MaRDI portal
The following pages link to Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190):
Displaying 8 items.
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- The pricing kernel puzzle in forward looking data (Q1710579) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- Forecasting market index volatility using Ross-recovered distributions (Q5068087) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
