Author:
Panigirtzoglou Nikolaos,Skiadopoulos George
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. Nonparametric risk management and implied risk aversion;Ait-Sahalia;Journal of Econometrics,2000
2. Do option markets correctly price the probabilities of movement of the underlying asset?;Ait-Sahalia;Journal of Econometrics,2001
3. Principles of the skew;Alexander;Risk,2001
4. Market models: A guide to financial data analysis;Alexander,2001
5. Implied volatility surfaces and market activity over time;Ané;Journal of Economics and Finance,2001
Cited by
56 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