Pages that link to "Item:Q2866371"
From MaRDI portal
The following pages link to Measuring expectations in options markets: an application to the S&P500 index (Q2866371):
Displaying 5 items.
- The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662) (← links)
- Efficiency and options on the market index (Q1300690) (← links)
- Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
- Implicit quantiles and expectiles (Q2151639) (← links)
- Market Timing with Option-Implied Distributions: A Forward-Looking Approach (Q3107184) (← links)