Pages that link to "Item:Q941727"
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The following pages link to Determinants of S\&P 500 index option returns (Q941727):
Displaying 7 items.
- The cross-section of average delta-hedge option returns under stochastic volatility (Q1029238) (← links)
- The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662) (← links)
- Factor models for option pricing (Q1934585) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- What Drives Index Options Exposures? (Q5237854) (← links)
- Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359) (← links)