The following pages link to The market for crash risk (Q844715):
Displaying 23 items.
- Incomplete markets and derivative assets (Q315796) (← links)
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Heterogeneity and option pricing (Q375315) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Equilibrium open interest (Q608910) (← links)
- Amplification and asymmetry in crashes and frenzies (Q665807) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
- Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty (Q1270748) (← links)
- Touched by tragedy: capital market lessons from the crash of ValuJet Flight 592 (Q1389488) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Equilibrium theory of stock market crashes (Q1657461) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Instability of financial markets and preference heterogeneity (Q1958423) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- Tail risk aversion and backwardation of index futures (Q6576882) (← links)
