Pages that link to "Item:Q2347729"
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The following pages link to The fine structure of equity-index option dynamics (Q2347729):
Displaying 15 items.
- Variance dynamics: joint evidence from options and high-frequency returns (Q737284) (← links)
- Microstructural biases in empirical tests of option pricing models (Q1037574) (← links)
- Efficiency and options on the market index (Q1300690) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- Informative option portfolios in filter design for option pricing models (Q5014228) (← links)
- What Drives Index Options Exposures? (Q5237854) (← links)
- CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE (Q5711092) (← links)
- Estimating Jump Activity Using Multipower Variation (Q6620838) (← links)
- Jumps or Staleness? (Q6626220) (← links)