Pages that link to "Item:Q5060490"
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The following pages link to Dark Matter in (Volatility and) Equity Option Risk Premiums (Q5060490):
Displaying 4 items.
- Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
- Pricing levered warrants under the CEV diffusion model (Q6549859) (← links)
- Martingale defects in the volatility surface and bubble conditions in the underlying (Q6549861) (← links)