Tails, Fears, and Equilibrium Option Prices-Reference-Cited by-同舟云学术

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Tails, Fears, and Equilibrium Option Prices

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Schreindorfer David

Publisher

Elsevier BV

Reference43 articles.

1. The foundations of a positive theory of choice involving risk and a criticism of the postulates and axioms of the American school;M Allais;Expected Utility Hypothesis and the Paradox,1979

2. The distribution of realized stock return volatility;T G Andersen;Journal of Financial Economics,2001

3. Modeling and Forecasting Realized Volatility;T G Andersen;Econometrica,2003

4. Disasters Implied by Equity Index Options;D Backus;Journal of Finance,2011

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimating Real World Probabilities: A Forward-Looking Behavioral Framework;SSRN Electronic Journal;2021

2. Estimating Real-world Probabilities: a Forward-looking Behavioral Framework;SSRN Electronic Journal;2020

3. A Single-Factor Consumption-Based Asset Pricing Model;Journal of Financial and Quantitative Analysis;2018-09-14

4. Downside risks and the cross-section of asset returns;Journal of Financial Economics;2018-07

5. Macroeconomic Tail Risks and Asset Prices;SSRN Electronic Journal;2018

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