Effects of market default risk on index option risk-neutral moments
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2014.1000367
Reference33 articles.
1. Generalized parameter functions for option pricing
2. Assessing the performance of symmetric and asymmetric implied volatility functions
3. Empirical Performance of Alternative Option Pricing Models
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