Pages that link to "Item:Q5939359"

The following pages link to Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359):

Displaying 24 items.

• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
• Dynamics of state price densities (Q302157) (← links)
• Option pricing model with sentiment (Q315109) (← links)
• Learning, confidence, and option prices (Q494363) (← links)
• The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
• Do interest rate options contain information about excess returns? (Q737991) (← links)
• Determinants of S\&P 500 index option returns (Q941727) (← links)
• Testing the martingale restriction for option implied densities (Q1025613) (← links)
• The cross-section of average delta-hedge option returns under stochastic volatility (Q1029238) (← links)
• Nonparametric option pricing under shape restrictions (Q1398968) (← links)
• Functional linear regression with functional response (Q1676375) (← links)
• Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
• Option-implied lottery demand and IPO returns (Q2136970) (← links)
• Estimation and prediction under local volatility jump-diffusion model (Q2148668) (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
• COVID-19 and market expectations: evidence from option-implied densities (Q2208885) (← links)
• Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249) (← links)
• Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia* (Q3374843) (← links)
• The implied volatility smirk (Q3502188) (← links)
• Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084) (← links)
• Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)