The following pages link to A Theory of Volatility Spreads (Q3116022):
Displaying 13 items.
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- A separation property of the observer-based stabilizing controller for linear delay systems (Q820477) (← links)
- Risk-adjusted option-implied moments (Q1621614) (← links)
- Implied volatility and skewness surface (Q1621628) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- Volatility Spreads and Expected Stock Returns (Q3117869) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- Limited information-processing capacity and asymmetric stock correlations (Q4683041) (← links)
- OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS (Q4686507) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- m-Double Poisson Lévy markets (Q5139259) (← links)